+39.5%
EXPE vs REPL
-35.6%
+75.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.0% | -12.9% | -4.9% |
| 7D | -9.3% | +22.8% | -32.1% | -9.5% |
| 30D | +0.1% | +63.8% | -63.6% | -0.4% |
| 3M | -15.3% | +68.1% | -83.4% | -15.8% |
| 6M | +5.5% | +528.5% | -523.0% | +1.8% |
| YTD | -8.0% | +122.4% | -130.4% | -9.8% |
| 1Y | +18.9% | +154.4% | -135.5% | +15.9% |
| 3Y | +135.5% | +68.0% | +67.5% | +102.1% |
| All | +39.5% | -35.6% | +75.1% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling