+39.5%
EXPE vs RACE
+65.0%
-25.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.1% |
| 7D | -9.3% | +5.1% | -14.4% | -11.2% |
| 30D | +0.1% | +7.7% | -7.6% | -3.0% |
| 3M | -15.3% | +2.2% | -17.5% | -16.1% |
| 6M | +5.5% | +23.8% | -18.3% | -5.2% |
| YTD | -8.0% | +13.9% | -21.9% | -14.5% |
| 1Y | +18.9% | +3.8% | +15.1% | +15.8% |
| 3Y | +135.5% | +28.0% | +107.5% | +76.3% |
| All | +39.5% | +65.0% | -25.5% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling