+120.8%
EXPE vs Z
-18.1%
+138.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.6% |
| 7D | -0.5% | +0.8% | -1.3% | -1.0% |
| 30D | -6.1% | +5.2% | -11.3% | -7.3% |
| 3M | -21.3% | -17.0% | -4.3% | -15.3% |
| 6M | +19.0% | -22.7% | +41.7% | +30.5% |
| YTD | -8.4% | -56.3% | +47.9% | +20.3% |
| 1Y | -2.8% | -57.7% | +54.9% | +28.4% |
| 3Y | +120.8% | -16.5% | +137.3% | +165.4% |
| All | +120.8% | -18.1% | +138.9% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling