+156.4%
EXPE vs RUN
+43.4%
+113.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.8% |
| 7D | -8.7% | -3.4% | -5.3% | -8.3% |
| 30D | -13.6% | -14.0% | +0.3% | -12.1% |
| 3M | +26.6% | -27.5% | +54.1% | +31.2% |
| 6M | +19.9% | -29.0% | +48.9% | +23.4% |
| YTD | -1.7% | -53.1% | +51.4% | +4.7% |
| 1Y | +29.4% | -46.7% | +76.2% | +33.6% |
| 3Y | +155.7% | -38.3% | +194.0% | +115.3% |
| 5Y | +93.1% | -80.7% | +173.8% | +83.6% |
| All | +156.4% | +43.4% | +113.0% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling