+104.9%
EXPE vs P
+276.6%
-171.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | -9.5% | +6.5% | -16.1% | -10.9% |
| 30D | -6.6% | +18.8% | -25.5% | -11.0% |
| 3M | +31.4% | +26.7% | +4.6% | +22.0% |
| 6M | +35.2% | +62.2% | -27.0% | +15.3% |
| YTD | +5.8% | +48.5% | -42.7% | -8.5% |
| 1Y | +38.7% | +26.4% | +12.3% | +21.7% |
| 3Y | +175.8% | +159.4% | +16.4% | +67.3% |
| All | +104.9% | +276.6% | -171.8% | +5.5% |
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