+136.5%
EXPE vs P
+449.6%
-313.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -16.4% | +2.7% | -9.9% |
| 7D | -3.6% | -31.9% | +28.3% | +5.0% |
| 30D | +4.8% | -36.5% | +41.3% | +15.1% |
| 3M | -14.6% | +11.6% | -26.2% | -19.4% |
| 6M | +10.0% | +25.2% | -15.2% | -1.9% |
| YTD | -3.3% | +39.4% | -42.7% | -17.3% |
| 1Y | +28.4% | -3.7% | +32.1% | +19.1% |
| 3Y | +145.1% | +167.3% | -22.2% | +55.4% |
| 5Y | +51.6% | +237.3% | -185.7% | -12.0% |
| 10Y | +128.8% | +698.6% | -569.8% | +1.3% |
| All | +136.5% | +449.6% | -313.2% | +6.3% |
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