+104.9%
EXPE vs RACE
+93.6%
+11.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.8% |
| 7D | -9.5% | -2.5% | -7.0% | -8.4% |
| 30D | -6.6% | +0.8% | -7.4% | -7.1% |
| 3M | +31.4% | +17.2% | +14.2% | +21.4% |
| 6M | +35.2% | +13.6% | +21.6% | +25.9% |
| YTD | +5.8% | +12.2% | -6.4% | -1.2% |
| 1Y | +38.7% | -16.3% | +54.9% | +47.9% |
| 3Y | +175.8% | +36.4% | +139.3% | +96.2% |
| All | +104.9% | +93.6% | +11.3% | +13.0% |
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