+18.9%
NET vs EXPE
+25.6%
-6.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.5% | -13.1% | -3.9% |
| 7D | -16.4% | +14.6% | -31.0% | -18.4% |
| 30D | -25.8% | +21.4% | -47.3% | -29.8% |
| 3M | -11.5% | +1.4% | -12.9% | -12.1% |
| 6M | +18.9% | +28.6% | -9.7% | +1.0% |
| All | +18.9% | +25.6% | -6.7% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling