+39.5%
EXPE vs S
-67.4%
+106.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -5.3% |
| 7D | -9.3% | -13.4% | +4.1% | -6.0% |
| 30D | +0.1% | -14.0% | +14.1% | +3.5% |
| 3M | -15.3% | +4.9% | -20.2% | -17.6% |
| 6M | +5.5% | +42.0% | -36.5% | -5.9% |
| YTD | -8.0% | +45.1% | -53.1% | -18.6% |
| 1Y | +18.9% | +33.1% | -14.2% | +7.0% |
| 3Y | +135.5% | +40.6% | +94.9% | +99.5% |
| All | +39.5% | -67.4% | +106.9% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling