+127.7%
EXPE vs RUN
+68.6%
+59.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -0.5% | -13.5% | +13.0% | +1.2% |
| 30D | -6.1% | +18.3% | -24.4% | -8.6% |
| 3M | -21.3% | -12.5% | -8.8% | -20.7% |
| 6M | +19.0% | -40.3% | +59.3% | +25.1% |
| YTD | -8.4% | -53.1% | +44.7% | -3.1% |
| 1Y | -2.8% | -54.3% | +51.5% | +2.9% |
| 3Y | +120.8% | -6.5% | +127.3% | +71.8% |
| 5Y | +46.2% | -85.3% | +131.5% | +46.7% |
| All | +127.7% | +68.6% | +59.1% | +27.0% |
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