+113.6%
EXPE vs REPL
+39.1%
+74.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.1% |
| 7D | -13.3% | +14.2% | -27.5% | -13.7% |
| 30D | -5.5% | +65.9% | -71.4% | -7.2% |
| 3M | -16.5% | +84.6% | -101.0% | -18.3% |
| 6M | +13.1% | +446.9% | -433.8% | +3.0% |
| YTD | -8.0% | +129.0% | -137.0% | -15.2% |
| 1Y | +1.1% | +167.9% | -166.8% | -7.8% |
| 3Y | +131.2% | +93.9% | +37.3% | +76.4% |
| 5Y | +39.8% | -33.0% | +72.7% | +18.7% |
| All | +113.6% | +39.1% | +74.5% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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