+39.5%
EXPE vs Z
-55.4%
+94.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.4% | -3.9% |
| 7D | -9.3% | -4.6% | -4.8% | -7.1% |
| 30D | +0.1% | +8.3% | -8.2% | -2.3% |
| 3M | -15.3% | -11.6% | -3.7% | -11.0% |
| 6M | +5.5% | -33.6% | +39.1% | +22.9% |
| YTD | -8.0% | -56.7% | +48.7% | +24.0% |
| 1Y | +18.9% | -59.1% | +78.0% | +62.7% |
| 3Y | +135.5% | -20.4% | +155.9% | +141.0% |
| All | +39.5% | -55.4% | +94.9% | +53.9% |
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