+79.8%
F vs EXPE
+115.0%
-35.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.1% | +0.9% |
| 7D | +1.6% | -9.3% | +10.9% | +4.3% |
| 30D | +2.6% | +0.1% | +2.5% | +1.7% |
| 3M | -8.8% | -15.3% | +6.5% | -4.8% |
| 6M | +4.6% | +5.5% | -0.8% | +0.1% |
| YTD | -1.9% | -8.0% | +6.1% | -3.4% |
| 1Y | -0.8% | +18.9% | -19.6% | -11.9% |
| 3Y | +43.5% | +135.5% | -92.1% | -6.6% |
| 5Y | -12.1% | +44.3% | -56.3% | -34.7% |
| All | +79.8% | +115.0% | -35.2% | -11.4% |
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