+154.8%
EXPE vs TRU
-2.1%
+156.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -11.5% | -6.5% | -5.0% | -8.9% |
| 30D | -13.1% | -2.5% | -10.6% | -12.2% |
| 3M | +18.1% | +10.4% | +7.8% | +13.1% |
| 6M | +13.3% | +1.6% | +11.6% | +11.9% |
| YTD | -3.2% | -9.7% | +6.5% | -0.1% |
| 1Y | +26.1% | -17.3% | +43.4% | +33.8% |
| All | +154.8% | -2.1% | +156.9% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling