+81.0%
F vs EXPE
+119.8%
-38.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -0.6% | -13.3% | +12.7% | +3.7% |
| 30D | +2.9% | -5.5% | +8.4% | +4.0% |
| 3M | -9.5% | -16.5% | +7.0% | -5.0% |
| 6M | +4.0% | +13.1% | -9.1% | -2.6% |
| YTD | -1.3% | -8.0% | +6.7% | -2.8% |
| 1Y | -1.9% | +1.1% | -3.0% | -7.0% |
| 3Y | +53.5% | +131.2% | -77.7% | +0.7% |
| 5Y | -15.1% | +39.8% | -54.9% | -36.2% |
| 10Y | +81.0% | +118.5% | -37.5% | -10.9% |
| All | +81.0% | +119.8% | -38.8% | -10.9% |
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