+153.1%
EXPE vs Z
-7.0%
+160.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.4% | -1.4% | -6.0% |
| 7D | -9.8% | -3.3% | -6.5% | -8.8% |
| 30D | -11.5% | -3.7% | -7.8% | -10.6% |
| 3M | +21.7% | -7.0% | +28.7% | +24.1% |
| 6M | +10.4% | -29.5% | +39.9% | +21.7% |
| YTD | -2.5% | -52.6% | +50.0% | +19.9% |
| 1Y | +27.3% | -64.0% | +91.3% | +68.1% |
| 3Y | +153.5% | -36.4% | +189.9% | +176.5% |
| 5Y | +91.1% | -65.8% | +156.8% | +125.1% |
| 10Y | +153.1% | -5.8% | +158.9% | +94.9% |
| All | +153.1% | -7.0% | +160.1% | +94.9% |
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