+9.7%
F vs EXPE
+10.2%
-0.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.7% | +12.6% | +0.8% |
| 7D | +1.4% | -3.6% | +5.0% | +1.7% |
| 30D | +2.0% | +4.8% | -2.7% | +1.6% |
| 3M | -10.4% | -14.6% | +4.3% | -9.6% |
| 6M | +9.7% | +10.0% | -0.3% | +11.5% |
| All | +9.7% | +10.2% | -0.5% | +11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling