+120.8%
EXPE vs PLUG
-66.9%
+187.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.5% | +9.3% | -0.6% |
| 7D | -0.5% | -23.4% | +23.0% | +0.9% |
| 30D | -6.1% | -23.4% | +17.4% | -4.8% |
| 3M | -21.3% | -51.7% | +30.4% | -18.4% |
| 6M | +19.0% | -72.0% | +91.0% | +26.9% |
| YTD | -8.4% | -43.7% | +35.2% | -7.3% |
| 1Y | -2.8% | -55.4% | +52.6% | -0.4% |
| 3Y | +120.8% | -68.0% | +188.8% | +117.1% |
| All | +120.8% | -66.9% | +187.6% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling