+48.4%
IR vs EXPE
+111.8%
-63.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | -2.8% | -9.5% | +6.7% | -0.3% |
| 30D | -15.1% | -6.6% | -8.5% | -13.8% |
| 3M | +6.1% | +31.4% | -25.3% | -1.8% |
| 6M | -16.8% | +35.2% | -52.0% | -24.2% |
| YTD | -3.5% | +5.8% | -9.3% | -7.0% |
| 1Y | -3.5% | +38.7% | -42.2% | -14.8% |
| 3Y | +9.5% | +175.8% | -166.3% | -23.6% |
| All | +48.4% | +111.8% | -63.4% | +9.6% |
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