-3.9%
EXPE vs S
+29.4%
-33.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +1.9% |
| 7D | -4.2% | +4.1% | -8.3% | -5.3% |
| 30D | -4.5% | -7.2% | +2.6% | -3.3% |
| 3M | -19.7% | 0.0% | -19.7% | -20.9% |
| 6M | +18.3% | +41.6% | -23.3% | +1.9% |
| YTD | -7.3% | +48.6% | -55.9% | -24.5% |
| 1Y | -3.9% | +30.0% | -33.9% | -20.2% |
| All | -3.9% | +29.4% | -33.3% | -20.2% |
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 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