+38.6%
EXPE vs PLUG
-96.5%
+135.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +6.9% | -1.1% |
| 7D | -11.2% | -3.2% | -8.0% | -10.9% |
| 30D | -7.5% | -18.7% | +11.3% | -5.5% |
| 3M | -19.1% | -35.3% | +16.2% | -15.5% |
| 6M | +10.7% | -56.2% | +67.0% | +19.5% |
| YTD | -9.9% | -30.7% | +20.8% | -9.6% |
| 1Y | -4.6% | -46.7% | +42.1% | -1.5% |
| 3Y | +116.8% | -61.3% | +178.1% | +100.4% |
| 5Y | +38.6% | -96.6% | +135.2% | +111.6% |
| All | +38.6% | -96.5% | +135.0% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling