+47.9%
EXPE vs P
+286.6%
-238.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.2% |
| 7D | -4.2% | +17.8% | -22.0% | -7.4% |
| 30D | -4.5% | -29.9% | +25.3% | +1.5% |
| 3M | -19.7% | -1.2% | -18.5% | -21.4% |
| 6M | +18.3% | +32.1% | -13.8% | +6.1% |
| YTD | -7.3% | +64.3% | -71.6% | -23.0% |
| 1Y | -3.9% | +24.3% | -28.2% | -15.3% |
| 3Y | +123.0% | +203.2% | -80.2% | +27.5% |
| 5Y | +47.9% | +290.4% | -242.5% | -26.1% |
| All | +47.9% | +286.6% | -238.7% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling