+24.3%
EXPE vs Q
+75.3%
-51.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.3% | -10.2% | -7.9% |
| 7D | -9.8% | +6.7% | -16.5% | -10.0% |
| 30D | -11.5% | -10.6% | -0.9% | -11.2% |
| 3M | +21.7% | -14.6% | +36.3% | +20.9% |
| 6M | +10.4% | +12.1% | -1.7% | +4.3% |
| YTD | -2.5% | +51.3% | -53.8% | -11.7% |
| All | +24.3% | +75.3% | -51.0% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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