+27.3%
EXPE vs Z
-63.3%
+90.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.4% | -1.4% | -4.7% |
| 7D | -9.8% | -3.3% | -6.5% | -8.2% |
| 30D | -11.5% | -3.7% | -7.8% | -10.0% |
| 3M | +21.7% | -7.0% | +28.7% | +25.1% |
| 6M | +10.4% | -29.5% | +39.9% | +28.0% |
| YTD | -2.5% | -52.6% | +50.0% | +29.2% |
| 1Y | +27.3% | -64.0% | +91.3% | +72.3% |
| All | +27.3% | -63.3% | +90.6% | +72.3% |
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