+339.0%
EXPE vs USFR
+28.6%
+310.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -4.5% | +0.4% | -4.9% | -4.8% |
| 3M | -19.7% | +1.0% | -20.7% | -20.4% |
| 6M | +18.3% | +2.0% | +16.3% | +16.3% |
| YTD | -7.3% | +3.4% | -10.8% | -10.0% |
| 1Y | -3.9% | +4.1% | -8.0% | -7.2% |
| 3Y | +123.0% | +14.4% | +108.6% | +99.2% |
| 5Y | +47.9% | +21.4% | +26.5% | +25.9% |
| 10Y | +126.5% | +28.5% | +98.0% | +84.0% |
| All | +339.0% | +28.6% | +310.4% | +258.8% |
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