+130.4%
EXPE vs RF
+219.4%
-89.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.8% |
| 7D | -4.2% | +0.4% | -4.5% | -4.4% |
| 30D | -4.5% | +5.6% | -10.1% | -7.2% |
| 3M | -19.7% | -8.9% | -10.8% | -14.9% |
| 6M | +18.3% | +7.1% | +11.2% | +13.8% |
| YTD | -7.3% | +8.3% | -15.6% | -11.9% |
| 1Y | -3.9% | +16.8% | -20.7% | -12.5% |
| 3Y | +123.0% | +115.0% | +8.0% | +39.9% |
| 5Y | +47.9% | +46.4% | +1.5% | +13.5% |
| All | +130.4% | +219.4% | -89.1% | +9.9% |
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