-2.8%
EXPE vs RACE
-1.0%
-1.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.0% |
| 3M | -21.3% | -0.3% | -21.0% | -21.1% |
| 6M | +19.0% | +23.4% | -4.4% | +9.0% |
| YTD | -8.4% | +12.5% | -21.0% | -15.0% |
| 1Y | -2.8% | -0.5% | -2.3% | -3.6% |
| All | -2.8% | -1.0% | -1.8% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling