+48.8%
EXPE vs PL
+28.1%
+20.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.4% | -15.2% | -6.0% |
| 7D | -9.3% | -6.8% | -2.5% | -8.8% |
| 30D | +0.1% | -29.3% | +29.4% | +3.6% |
| 3M | -15.3% | -44.8% | +29.4% | -10.3% |
| 6M | +5.5% | -68.4% | +73.9% | +16.7% |
| YTD | -8.0% | -36.4% | +28.4% | -10.1% |
| 1Y | +18.9% | +0.7% | +18.2% | +7.1% |
| 3Y | +135.5% | +455.3% | -319.8% | +40.2% |
| 5Y | +44.3% | +22.7% | +21.6% | +2.6% |
| All | +48.8% | +28.1% | +20.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling