+220.1%
EXPE vs QS
-47.4%
+267.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.6% |
| 7D | -8.7% | -5.0% | -3.7% | -8.2% |
| 30D | -13.6% | -18.3% | +4.7% | -12.0% |
| 3M | +26.6% | -26.0% | +52.6% | +29.6% |
| 6M | +19.9% | -24.0% | +44.0% | +21.6% |
| YTD | -1.7% | -50.3% | +48.6% | +3.6% |
| 1Y | +29.4% | -38.0% | +67.4% | +31.2% |
| 3Y | +155.7% | -24.6% | +180.3% | +136.6% |
| 5Y | +93.1% | -75.4% | +168.5% | +87.0% |
| All | +220.1% | -47.4% | +267.5% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded QS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling