+38.7%
EXPE vs RUN
-46.2%
+84.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.7% |
| 7D | -9.5% | +1.3% | -10.8% | -9.6% |
| 30D | -6.6% | -15.3% | +8.6% | -6.5% |
| 3M | +31.4% | -40.0% | +71.4% | +31.2% |
| 6M | +35.2% | -27.0% | +62.1% | +35.7% |
| YTD | +5.8% | -51.7% | +57.5% | +6.6% |
| 1Y | +38.7% | -45.9% | +84.6% | +35.6% |
| All | +38.7% | -46.2% | +84.9% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling