+104.9%
EXPE vs Z
-64.8%
+169.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.0% |
| 7D | -9.5% | -3.0% | -6.5% | -8.6% |
| 30D | -6.6% | -4.2% | -2.4% | -5.5% |
| 3M | +31.4% | -3.7% | +35.1% | +32.5% |
| 6M | +35.2% | -24.5% | +59.7% | +47.5% |
| YTD | +5.8% | -49.3% | +55.1% | +30.7% |
| 1Y | +38.7% | -58.7% | +97.3% | +81.0% |
| 3Y | +175.8% | -34.1% | +209.9% | +199.5% |
| All | +104.9% | -64.8% | +169.7% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling