+154.8%
EXPE vs RVMD
+620.8%
-466.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | -8.7% | -3.6% | -5.1% | -8.0% |
| 30D | -13.6% | -1.1% | -12.6% | -13.6% |
| 3M | +26.6% | +41.0% | -14.4% | +17.9% |
| 6M | +19.9% | +105.7% | -85.7% | +1.8% |
| YTD | -1.7% | +155.3% | -157.0% | -21.5% |
| 1Y | +29.4% | +402.7% | -373.3% | -11.2% |
| 3Y | +155.7% | +533.1% | -377.4% | +56.6% |
| 5Y | +93.1% | +583.5% | -490.4% | +6.6% |
| All | +154.8% | +620.8% | -466.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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