+127.7%
EXPE vs PLUG
-25.0%
+152.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.5% | +9.3% | 0.0% |
| 7D | -0.5% | -23.4% | +23.0% | +2.4% |
| 30D | -6.1% | -23.4% | +17.4% | -3.5% |
| 3M | -21.3% | -51.7% | +30.4% | -15.2% |
| 6M | +19.0% | -72.0% | +91.0% | +35.3% |
| YTD | -8.4% | -43.7% | +35.2% | -5.8% |
| 1Y | -2.8% | -55.4% | +52.6% | +2.5% |
| 3Y | +120.8% | -68.0% | +188.8% | +111.1% |
| 5Y | +46.2% | -97.4% | +143.6% | +84.6% |
| All | +127.7% | -25.0% | +152.7% | +83.5% |
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