+116.8%
EXPE vs P
+187.1%
-70.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -2.0% |
| 7D | -11.2% | -13.3% | +2.1% | -9.8% |
| 30D | -7.5% | -34.0% | +26.5% | -3.5% |
| 3M | -19.1% | +4.1% | -23.2% | -20.8% |
| 6M | +10.7% | +30.5% | -19.7% | +3.5% |
| YTD | -9.9% | +52.2% | -62.1% | -18.9% |
| 1Y | -4.6% | +10.3% | -14.9% | -10.0% |
| 3Y | +116.8% | +180.9% | -64.1% | +65.2% |
| All | +116.8% | +187.1% | -70.3% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling