+59.8%
EXPE vs S
-51.7%
+111.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | +2.0% | -2.5% | -1.1% |
| 30D | -6.1% | -2.7% | -3.4% | -5.9% |
| 3M | -21.3% | -6.9% | -14.4% | -21.1% |
| 6M | +19.0% | +38.1% | -19.1% | +8.0% |
| YTD | -8.4% | +48.0% | -56.4% | -18.6% |
| 1Y | -2.8% | +34.5% | -37.3% | -12.1% |
| 3Y | +120.8% | +38.3% | +82.4% | +90.9% |
| 5Y | +46.2% | -70.9% | +117.1% | +40.7% |
| All | +59.8% | -51.7% | +111.5% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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