+264.2%
EXPE vs QSR
+218.5%
+45.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -9.5% | +2.4% | -12.0% | -11.0% |
| 30D | -6.6% | +7.6% | -14.3% | -11.0% |
| 3M | +31.4% | +12.6% | +18.8% | +21.6% |
| 6M | +35.2% | +14.4% | +20.8% | +23.6% |
| YTD | +5.8% | +19.6% | -13.8% | -6.3% |
| 1Y | +38.7% | +33.9% | +4.8% | +13.9% |
| 3Y | +175.8% | +27.1% | +148.7% | +125.7% |
| 5Y | +111.8% | +48.5% | +63.3% | +56.1% |
| 10Y | +179.7% | +126.2% | +53.5% | +58.0% |
| All | +264.2% | +218.5% | +45.7% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling