-2.6%
EXPE vs S
+38.4%
-40.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.1% | -1.9% |
| 7D | -13.3% | +1.6% | -14.9% | -13.4% |
| 30D | -5.5% | -10.5% | +5.0% | -3.4% |
| 3M | -16.5% | +9.9% | -26.4% | -19.8% |
| 6M | +13.1% | +41.8% | -28.7% | -1.6% |
| YTD | -8.0% | +56.8% | -64.8% | -25.8% |
| All | -2.6% | +38.4% | -40.9% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling