+71.0%
EXPE vs PL
+84.9%
-13.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -9.5% | -9.3% | -0.2% | -8.6% |
| 30D | -6.6% | -18.9% | +12.3% | -4.6% |
| 3M | +31.4% | -58.4% | +89.8% | +42.9% |
| 6M | +35.2% | -30.3% | +65.5% | +34.4% |
| YTD | +5.8% | -8.1% | +13.9% | -0.2% |
| 1Y | +38.7% | +180.5% | -141.8% | +6.4% |
| 3Y | +175.8% | +444.1% | -268.4% | +71.1% |
| 5Y | +111.8% | +83.0% | +28.8% | +46.8% |
| All | +71.0% | +84.9% | -13.9% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling