+17.4%
EXPE vs Q
+66.4%
-49.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.3% | -11.2% | -4.9% |
| 7D | -9.3% | +0.3% | -9.6% | -9.2% |
| 30D | +0.1% | -9.8% | +10.0% | +0.4% |
| 3M | -15.3% | -12.2% | -3.1% | -15.0% |
| 6M | +5.5% | -21.6% | +27.1% | +5.1% |
| YTD | -8.0% | +43.6% | -51.5% | -16.5% |
| 1Y | +18.9% | +25.7% | -6.8% | +9.9% |
| All | +17.4% | +66.4% | -49.0% | +8.8% |
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