+53.5%
F vs EXPE
+125.5%
-72.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -0.6% | -13.3% | +12.7% | +2.3% |
| 30D | +2.9% | -5.5% | +8.4% | +3.7% |
| 3M | -9.5% | -16.5% | +7.0% | -6.5% |
| 6M | +4.0% | +13.1% | -9.1% | -0.4% |
| YTD | -1.3% | -8.0% | +6.7% | -1.5% |
| 1Y | -1.9% | +1.1% | -3.0% | -5.0% |
| 3Y | +53.5% | +131.2% | -77.7% | +5.5% |
| All | +53.5% | +125.5% | -72.0% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling