+175.1%
EXPE vs PLUG
+43.7%
+131.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.0% |
| 7D | -9.5% | -0.9% | -8.6% | -9.4% |
| 30D | -6.6% | +3.3% | -10.0% | -7.1% |
| 3M | +31.4% | -39.7% | +71.1% | +38.1% |
| 6M | +35.2% | -12.5% | +47.7% | +34.5% |
| YTD | +5.8% | +10.2% | -4.3% | +1.5% |
| 1Y | +38.7% | +50.7% | -12.0% | +25.4% |
| 3Y | +175.8% | -74.5% | +250.3% | +173.9% |
| 5Y | +111.8% | -91.8% | +203.6% | +134.0% |
| All | +175.1% | +43.7% | +131.4% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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