+160.0%
EXPE vs QSR
+135.2%
+24.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.0% |
| 7D | -5.8% | -4.0% | -1.8% | -2.9% |
| 30D | -13.6% | +2.8% | -16.4% | -15.3% |
| 3M | +25.2% | +5.1% | +20.1% | +20.9% |
| 6M | +22.3% | +8.8% | +13.5% | +14.6% |
| YTD | -0.3% | +14.8% | -15.1% | -10.2% |
| 1Y | +27.8% | +25.7% | +2.1% | +7.8% |
| 3Y | +162.4% | +27.5% | +134.9% | +108.8% |
| 5Y | +95.8% | +41.3% | +54.6% | +43.8% |
| All | +160.0% | +135.2% | +24.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling