+127.7%
EXPE vs RACE
+729.2%
-601.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.9% |
| 7D | -0.5% | -1.2% | +0.7% | +0.1% |
| 30D | -6.1% | +6.1% | -12.2% | -8.5% |
| 3M | -21.3% | -0.3% | -21.0% | -21.1% |
| 6M | +19.0% | +23.4% | -4.4% | +6.7% |
| YTD | -8.4% | +12.5% | -21.0% | -14.6% |
| 1Y | -2.8% | -0.5% | -2.3% | -3.6% |
| 3Y | +120.8% | +23.6% | +97.1% | +79.8% |
| 5Y | +46.2% | +65.4% | -19.2% | -2.0% |
| All | +127.7% | +729.2% | -601.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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