+1,449.6%
NET vs EXPE
+129.4%
+1,320.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.3% |
| 7D | -7.0% | -9.5% | +2.6% | -3.4% |
| 30D | -4.8% | -6.6% | +1.8% | -2.8% |
| 3M | +3.8% | +31.4% | -27.6% | -7.8% |
| 6M | +50.0% | +35.2% | +14.9% | +32.2% |
| YTD | +41.5% | +5.8% | +35.7% | +35.6% |
| 1Y | +32.8% | +38.7% | -5.8% | +13.3% |
| 3Y | +335.9% | +175.8% | +160.1% | +177.6% |
| 5Y | +113.8% | +111.8% | +2.0% | +47.2% |
| All | +1,449.6% | +129.4% | +1,320.1% | +978.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling