+158.8%
EXPE vs QSR
+25.0%
+133.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.9% |
| 7D | -8.7% | -4.7% | -4.0% | -6.6% |
| 30D | -13.6% | +4.3% | -17.9% | -15.1% |
| 3M | +26.6% | +5.4% | +21.2% | +24.0% |
| 6M | +19.9% | +8.2% | +11.8% | +15.9% |
| YTD | -1.7% | +14.1% | -15.8% | -6.9% |
| 1Y | +29.4% | +28.1% | +1.3% | +17.9% |
| All | +158.8% | +25.0% | +133.7% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling