-2.6%
EXPE vs Z
-58.2%
+55.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -2.2% |
| 7D | -13.3% | -5.2% | -8.2% | -10.1% |
| 30D | -5.5% | +5.7% | -11.2% | -7.4% |
| 3M | -16.5% | -8.7% | -7.7% | -12.1% |
| 6M | +13.1% | -26.0% | +39.1% | +30.9% |
| YTD | -8.0% | -55.0% | +47.0% | +28.4% |
| All | -2.6% | -58.2% | +55.7% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling