+150.2%
F vs EXPE
+769.8%
-619.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.7% | +12.6% | +3.4% |
| 7D | +1.4% | -3.6% | +5.0% | +2.0% |
| 30D | +2.0% | +4.8% | -2.7% | -0.3% |
| 3M | -10.4% | -14.6% | +4.3% | -6.7% |
| 6M | +9.7% | +10.0% | -0.3% | +3.8% |
| YTD | -1.2% | -3.3% | +2.1% | -4.3% |
| 1Y | 0.0% | +28.4% | -28.4% | -12.8% |
| 3Y | +41.1% | +145.1% | -104.0% | -5.6% |
| 5Y | -11.4% | +51.6% | -63.1% | -33.4% |
| 10Y | +85.0% | +128.8% | -43.9% | +8.1% |
| All | +150.2% | +769.8% | -619.7% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling