+39.5%
EXPE vs RF
+42.5%
-3.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.6% |
| 7D | -9.3% | -0.9% | -8.4% | -8.5% |
| 30D | +0.1% | +6.0% | -5.9% | -3.1% |
| 3M | -15.3% | -8.9% | -6.4% | -9.9% |
| 6M | +5.5% | +2.3% | +3.1% | +4.2% |
| YTD | -8.0% | +7.6% | -15.5% | -12.5% |
| 1Y | +18.9% | +21.2% | -2.3% | +5.1% |
| 3Y | +135.5% | +108.5% | +27.0% | +44.9% |
| All | +39.5% | +42.5% | -3.0% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling