+137.4%
EXPE vs RVMD
+510.7%
-373.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.7% |
| 7D | -0.5% | -10.4% | +9.9% | +1.5% |
| 30D | -6.1% | -11.0% | +4.9% | -4.1% |
| 3M | -21.3% | -14.7% | -6.6% | -19.3% |
| 6M | +19.0% | +14.9% | +4.1% | +14.7% |
| YTD | -8.4% | +116.3% | -124.7% | -24.7% |
| 1Y | -2.8% | +167.6% | -170.4% | -23.8% |
| 3Y | +120.8% | +776.8% | -656.0% | +29.2% |
| 5Y | +46.2% | +424.8% | -378.6% | -14.4% |
| All | +137.4% | +510.7% | -373.4% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling