+29.4%
EXPE vs RUN
-46.7%
+76.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.6% |
| 7D | -8.7% | -3.4% | -5.3% | -8.6% |
| 30D | -13.6% | -14.0% | +0.3% | -13.4% |
| 3M | +26.6% | -27.5% | +54.1% | +27.2% |
| 6M | +19.9% | -29.0% | +48.9% | +20.5% |
| YTD | -1.7% | -53.1% | +51.4% | -0.7% |
| 1Y | +29.4% | -46.7% | +76.2% | +22.4% |
| All | +29.4% | -46.7% | +76.2% | +22.4% |
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