+44.1%
IR vs EXPE
+43.3%
+0.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.3% | +2.6% |
| 7D | +3.7% | -9.3% | +13.0% | +5.7% |
| 30D | +7.4% | +0.1% | +7.3% | +6.4% |
| 3M | -5.9% | -15.3% | +9.4% | -3.1% |
| 6M | +5.6% | +5.5% | +0.1% | +1.9% |
| YTD | +4.8% | -8.0% | +12.8% | +3.4% |
| 1Y | +6.9% | +18.9% | -11.9% | -3.1% |
| 3Y | +27.6% | +135.5% | -108.0% | -9.9% |
| All | +44.1% | +43.3% | +0.8% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling