+127.7%
EXPE vs RF
+223.4%
-95.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.9% |
| 7D | -0.5% | +1.9% | -2.4% | -1.7% |
| 30D | -6.1% | +7.3% | -13.4% | -9.6% |
| 3M | -21.3% | -7.9% | -13.4% | -17.2% |
| 6M | +19.0% | +10.5% | +8.5% | +12.3% |
| YTD | -8.4% | +9.6% | -18.1% | -13.6% |
| 1Y | -2.8% | +20.3% | -23.1% | -13.0% |
| 3Y | +120.8% | +119.5% | +1.2% | +36.8% |
| 5Y | +46.2% | +48.2% | -2.0% | +11.3% |
| All | +127.7% | +223.4% | -95.7% | +7.8% |
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