+67.3%
F vs EXPE
+123.5%
-56.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | 0.0% | -6.1% | +6.1% | +1.4% |
| 3M | -13.2% | -21.3% | +8.1% | -7.0% |
| 6M | -10.2% | +19.0% | -29.2% | -17.4% |
| YTD | -4.9% | -8.4% | +3.5% | -6.3% |
| 1Y | -6.1% | -2.8% | -3.3% | -9.7% |
| 3Y | +46.0% | +120.8% | -74.8% | -2.6% |
| 5Y | -15.7% | +46.2% | -61.9% | -37.8% |
| All | +67.3% | +123.5% | -56.2% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling