+156.4%
EXPE vs TRU
+144.8%
+11.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -8.7% | -9.4% | +0.7% | -3.5% |
| 30D | -13.6% | -4.1% | -9.5% | -11.7% |
| 3M | +26.6% | +13.6% | +13.1% | +17.4% |
| 6M | +19.9% | +3.6% | +16.4% | +16.6% |
| YTD | -1.7% | -9.8% | +8.1% | +2.8% |
| 1Y | +29.4% | -13.6% | +43.1% | +37.4% |
| 3Y | +155.7% | -2.0% | +157.6% | +133.6% |
| 5Y | +93.1% | -35.8% | +128.9% | +125.8% |
| All | +156.4% | +144.8% | +11.6% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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