+104.9%
EXPE vs REPL
-54.3%
+159.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.7% |
| 7D | -9.5% | -3.0% | -6.6% | -9.5% |
| 30D | -6.6% | +27.1% | -33.8% | -6.9% |
| 3M | +31.4% | +52.4% | -21.0% | +30.2% |
| 6M | +35.2% | +107.4% | -72.3% | +31.8% |
| YTD | +5.8% | +54.7% | -48.9% | +4.2% |
| 1Y | +38.7% | +158.9% | -120.2% | +31.2% |
| 3Y | +175.8% | -23.7% | +199.5% | +161.0% |
| All | +104.9% | -54.3% | +159.2% | +102.4% |
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