+773.1%
EXPE vs RF
+61.0%
+712.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.1% | -11.6% | -13.1% |
| 7D | -3.6% | -1.6% | -2.0% | -3.0% |
| 30D | +4.8% | +5.0% | -0.3% | +3.3% |
| 3M | -14.6% | -10.0% | -4.7% | -11.5% |
| 6M | +10.0% | +3.3% | +6.6% | +9.1% |
| YTD | -3.3% | +7.9% | -11.2% | -5.6% |
| 1Y | +28.4% | +21.2% | +7.1% | +21.0% |
| 3Y | +145.1% | +105.8% | +39.3% | +95.5% |
| 5Y | +51.6% | +43.7% | +7.9% | +34.6% |
| 10Y | +128.8% | +289.4% | -160.6% | +51.1% |
| All | +773.1% | +61.0% | +712.1% | +406.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling