-1.4%
EXPE vs RUN
-50.6%
+49.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.8% | +2.2% |
| 7D | -17.8% | +3.2% | -20.9% | -17.9% |
| 30D | -3.2% | +19.5% | -22.7% | -4.5% |
| 3M | -19.0% | -9.6% | -9.4% | -19.0% |
| 6M | +17.7% | -37.3% | +55.0% | +18.7% |
| YTD | -7.8% | -50.7% | +42.9% | -6.3% |
| 1Y | -1.4% | -54.1% | +52.7% | +0.7% |
| All | -1.4% | -50.6% | +49.2% | +0.7% |
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