+118.5%
EXPE vs RF
+277.2%
-158.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.3% |
| 7D | -13.3% | -0.1% | -13.2% | -13.0% |
| 30D | -5.5% | +7.0% | -12.5% | -8.9% |
| 3M | -16.5% | -7.0% | -9.4% | -12.6% |
| 6M | +13.1% | +6.8% | +6.3% | +9.0% |
| YTD | -8.0% | +9.9% | -17.9% | -13.3% |
| 1Y | +1.1% | +21.1% | -20.0% | -9.8% |
| 3Y | +131.2% | +119.6% | +11.5% | +44.0% |
| 5Y | +39.8% | +46.2% | -6.4% | +7.6% |
| 10Y | +118.5% | +261.5% | -143.1% | +10.5% |
| All | +118.5% | +277.2% | -158.7% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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