+38.6%
EXPE vs USFR
+21.4%
+17.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.2% |
| 7D | -11.2% | +0.1% | -11.3% | -11.4% |
| 30D | -7.5% | +0.4% | -7.9% | -8.4% |
| 3M | -19.1% | +1.1% | -20.1% | -21.2% |
| 6M | +10.7% | +2.1% | +8.7% | +4.9% |
| YTD | -9.9% | +3.4% | -13.4% | -18.7% |
| 1Y | -4.6% | +4.1% | -8.7% | -16.0% |
| 3Y | +116.8% | +14.4% | +102.4% | +57.1% |
| 5Y | +38.6% | +21.4% | +17.2% | -12.9% |
| All | +38.6% | +21.4% | +17.2% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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