-4.6%
EXPE vs S
+37.8%
-42.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -11.2% | +1.4% | -12.6% | -11.3% |
| 30D | -7.5% | -10.8% | +3.4% | -5.3% |
| 3M | -19.1% | +5.4% | -24.5% | -21.2% |
| 6M | +10.7% | +41.2% | -30.5% | -3.6% |
| YTD | -9.9% | +56.2% | -66.1% | -27.3% |
| 1Y | -4.6% | +36.3% | -40.9% | -22.0% |
| All | -4.6% | +37.8% | -42.4% | -22.0% |
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