+125.4%
EXPE vs Z
-14.8%
+140.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.8% |
| 7D | -17.8% | -13.1% | -4.7% | -13.9% |
| 30D | -3.2% | +5.9% | -9.1% | -4.4% |
| 3M | -19.0% | -13.7% | -5.3% | -15.1% |
| 6M | +17.7% | -27.1% | +44.9% | +29.3% |
| YTD | -7.8% | -56.8% | +49.0% | +17.3% |
| 1Y | -1.4% | -60.2% | +58.9% | +27.9% |
| 3Y | +121.9% | -19.7% | +141.6% | +128.7% |
| 5Y | +44.3% | -53.7% | +98.0% | +62.9% |
| 10Y | +125.4% | -16.9% | +142.3% | +76.8% |
| All | +125.4% | -14.8% | +140.2% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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