+174.3%
EXPE vs RVMD
+644.5%
-470.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -9.5% | +1.0% | -10.6% | -9.7% |
| 30D | -6.6% | +6.4% | -13.1% | -7.9% |
| 3M | +31.4% | +34.9% | -3.5% | +23.3% |
| 6M | +35.2% | +107.6% | -72.4% | +14.6% |
| YTD | +5.8% | +163.7% | -157.9% | -16.0% |
| 1Y | +38.7% | +439.2% | -400.5% | -6.2% |
| 3Y | +175.8% | +499.2% | -323.4% | +71.5% |
| 5Y | +111.8% | +621.7% | -509.9% | +15.5% |
| All | +174.3% | +644.5% | -470.2% | +27.3% |
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