+129.3%
EXPE vs RF
+220.9%
-91.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -17.8% | -1.3% | -16.4% | -17.0% |
| 30D | -3.2% | +4.6% | -7.9% | -5.5% |
| 3M | -19.0% | -8.4% | -10.5% | -14.4% |
| 6M | +17.7% | +8.9% | +8.9% | +12.1% |
| YTD | -7.8% | +8.8% | -16.6% | -12.6% |
| 1Y | -1.4% | +18.9% | -20.3% | -11.1% |
| 3Y | +121.9% | +116.0% | +5.9% | +38.8% |
| 5Y | +44.3% | +46.0% | -1.8% | +10.8% |
| All | +129.3% | +220.9% | -91.6% | +9.1% |
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