+191.9%
F vs EXPE
+851.4%
-659.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +2.0% |
| 7D | +5.3% | -9.5% | +14.9% | +8.8% |
| 30D | +4.6% | -6.6% | +11.2% | +6.7% |
| 3M | -3.7% | +31.4% | -35.0% | -12.9% |
| 6M | +16.8% | +35.2% | -18.4% | +3.3% |
| YTD | +15.3% | +5.8% | +9.5% | +9.5% |
| 1Y | +31.0% | +38.7% | -7.7% | +12.3% |
| 3Y | +45.4% | +175.8% | -130.3% | -6.2% |
| 5Y | +54.7% | +111.8% | -57.2% | +4.0% |
| 10Y | +98.2% | +179.7% | -81.5% | +9.3% |
| All | +191.9% | +851.4% | -659.5% | -34.2% |
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