+91.1%
EXPE vs RUN
-80.3%
+171.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.7% | -11.6% | -8.2% |
| 7D | -9.8% | +10.2% | -19.9% | -10.6% |
| 30D | -11.5% | -9.6% | -1.9% | -10.8% |
| 3M | +21.7% | -31.5% | +53.2% | +25.5% |
| 6M | +10.4% | -18.7% | +29.1% | +11.3% |
| YTD | -2.5% | -49.9% | +47.4% | +1.6% |
| 1Y | +27.3% | -45.5% | +72.9% | +30.1% |
| 3Y | +153.5% | -34.1% | +187.6% | +117.9% |
| 5Y | +91.1% | -79.4% | +170.5% | +84.6% |
| All | +91.1% | -80.3% | +171.4% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling