+14.5%
NET vs EXPE
+48.9%
-34.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.5% | -13.1% | -4.9% |
| 7D | -16.4% | +14.6% | -31.0% | -19.4% |
| 30D | -25.8% | +21.4% | -47.3% | -30.2% |
| 3M | -11.5% | +1.4% | -12.9% | -12.7% |
| 6M | +18.9% | +28.6% | -9.7% | +7.5% |
| YTD | +35.2% | +12.1% | +23.1% | +24.0% |
| 1Y | +14.5% | +50.0% | -35.6% | -3.2% |
| All | +14.5% | +48.9% | -34.5% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling