+74.3%
F vs EXPE
+112.4%
-38.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | +1.0% | -11.2% | +12.2% | +4.5% |
| 30D | +2.1% | -7.5% | +9.6% | +4.0% |
| 3M | -10.3% | -19.1% | +8.8% | -4.8% |
| 6M | +3.3% | +10.7% | -7.5% | -2.7% |
| YTD | -2.0% | -9.9% | +7.9% | -2.8% |
| 1Y | -2.3% | -4.6% | +2.3% | -5.4% |
| 3Y | +49.9% | +116.8% | -66.9% | +0.7% |
| 5Y | -12.5% | +38.6% | -51.0% | -34.1% |
| 10Y | +74.3% | +115.9% | -41.6% | -14.0% |
| All | +74.3% | +112.4% | -38.1% | -14.0% |
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