+118.5%
EXPE vs Z
-11.7%
+130.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -1.2% |
| 7D | -13.3% | -5.2% | -8.2% | -11.5% |
| 30D | -5.5% | +5.7% | -11.2% | -6.6% |
| 3M | -16.5% | -8.7% | -7.7% | -13.9% |
| 6M | +13.1% | -26.0% | +39.1% | +23.6% |
| YTD | -8.0% | -55.0% | +47.0% | +15.5% |
| 1Y | +1.1% | -58.0% | +59.1% | +28.9% |
| 3Y | +131.2% | -15.2% | +146.3% | +134.4% |
| 5Y | +39.8% | -53.8% | +93.6% | +57.4% |
| 10Y | +118.5% | -14.5% | +133.0% | +70.7% |
| All | +118.5% | -11.7% | +130.1% | +70.7% |
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