+32.6%
NET vs EXPE
+92.9%
-60.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.5% | -13.1% | -8.2% |
| 7D | -16.4% | +14.6% | -31.0% | -23.2% |
| 30D | -25.8% | +21.4% | -47.3% | -34.7% |
| 3M | -11.5% | +1.4% | -12.9% | -15.2% |
| 6M | +18.9% | +28.6% | -9.7% | -1.0% |
| YTD | +35.2% | +12.1% | +23.1% | +18.8% |
| 1Y | +14.5% | +50.0% | -35.6% | -17.7% |
| 3Y | +313.8% | +184.1% | +129.7% | +73.2% |
| 5Y | +32.6% | +103.3% | -70.7% | -28.7% |
| All | +32.6% | +92.9% | -60.4% | -28.7% |
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 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