+125.0%
EXPE vs P
+469.1%
-344.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -5.7% |
| 7D | -9.3% | -23.8% | +14.5% | -3.8% |
| 30D | +0.1% | -36.6% | +36.8% | +10.1% |
| 3M | -15.3% | +10.9% | -26.2% | -19.9% |
| 6M | +5.5% | +30.0% | -24.5% | -6.8% |
| YTD | -8.0% | +44.4% | -52.4% | -22.0% |
| 1Y | +18.9% | +3.9% | +14.9% | +8.1% |
| 3Y | +135.5% | +176.6% | -41.1% | +48.1% |
| 5Y | +44.3% | +249.3% | -205.0% | -17.0% |
| 10Y | +117.7% | +726.9% | -609.2% | -4.5% |
| All | +125.0% | +469.1% | -344.1% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling