+124.8%
EXPE vs Z
+6.9%
+118.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.4% | -4.1% |
| 7D | -9.3% | -4.6% | -4.8% | -7.6% |
| 30D | +0.1% | +8.3% | -8.2% | -1.7% |
| 3M | -15.3% | -11.6% | -3.7% | -11.9% |
| 6M | +5.5% | -33.6% | +39.1% | +18.8% |
| YTD | -8.0% | -56.7% | +48.7% | +16.3% |
| 1Y | +18.9% | -59.1% | +78.0% | +52.2% |
| 3Y | +135.5% | -20.4% | +155.9% | +143.4% |
| 5Y | +44.3% | -55.3% | +99.5% | +64.1% |
| 10Y | +117.7% | -14.2% | +131.9% | +73.3% |
| All | +124.8% | +6.9% | +118.0% | +56.4% |
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 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