+115.9%
EXPE vs Z
-19.5%
+135.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -0.4% |
| 7D | -11.2% | -6.5% | -4.7% | -9.0% |
| 30D | -7.5% | -0.1% | -7.4% | -7.0% |
| 3M | -19.1% | -14.1% | -4.9% | -15.1% |
| 6M | +10.7% | -30.1% | +40.8% | +23.1% |
| YTD | -9.9% | -57.5% | +47.6% | +15.1% |
| 1Y | -4.6% | -60.3% | +55.7% | +23.8% |
| 3Y | +116.8% | -21.0% | +137.8% | +124.5% |
| 5Y | +38.6% | -54.9% | +93.5% | +57.6% |
| 10Y | +115.9% | -16.0% | +131.9% | +70.9% |
| All | +115.9% | -19.5% | +135.4% | +70.9% |
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