+158.5%
EXPE vs Z
+25.1%
+133.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | -9.5% | -3.0% | -6.5% | -8.7% |
| 30D | -6.6% | -4.2% | -2.4% | -5.6% |
| 3M | +31.4% | -3.7% | +35.1% | +32.4% |
| 6M | +35.2% | -24.5% | +59.7% | +45.8% |
| YTD | +5.8% | -49.3% | +55.1% | +27.1% |
| 1Y | +38.7% | -58.7% | +97.3% | +74.9% |
| 3Y | +175.8% | -34.1% | +209.9% | +196.8% |
| 5Y | +111.8% | -64.5% | +176.4% | +146.2% |
| 10Y | +179.7% | -0.5% | +180.2% | +111.8% |
| All | +158.5% | +25.1% | +133.4% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling