+153.5%
EXPE vs RUN
-35.6%
+189.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.7% | -11.6% | -8.1% |
| 7D | -9.8% | +10.2% | -19.9% | -10.2% |
| 30D | -11.5% | -9.6% | -1.9% | -11.1% |
| 3M | +21.7% | -31.5% | +53.2% | +23.6% |
| 6M | +10.4% | -18.7% | +29.1% | +10.9% |
| YTD | -2.5% | -49.9% | +47.4% | -0.4% |
| 1Y | +27.3% | -45.5% | +72.9% | +28.7% |
| 3Y | +153.5% | -34.1% | +187.6% | +126.1% |
| All | +153.5% | -35.6% | +189.1% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling