+401.2%
EXPE vs USFR
+27.5%
+373.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | +0.1% | -9.6% | -9.6% |
| 30D | -6.6% | +0.3% | -6.9% | -6.9% |
| 3M | +31.4% | +1.0% | +30.4% | +30.3% |
| 6M | +35.2% | +1.9% | +33.2% | +32.9% |
| YTD | +5.8% | +2.6% | +3.2% | +3.4% |
| 1Y | +38.7% | +4.0% | +34.7% | +34.0% |
| 3Y | +175.8% | +14.1% | +161.7% | +147.0% |
| 5Y | +111.8% | +20.4% | +91.4% | +81.6% |
| 10Y | +179.7% | +28.0% | +151.7% | +128.0% |
| All | +401.2% | +27.5% | +373.6% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling