+1,381.0%
NET vs EXPE
+143.2%
+1,237.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.5% | -13.1% | -6.4% |
| 7D | -16.4% | +14.6% | -31.0% | -21.0% |
| 30D | -25.8% | +21.4% | -47.3% | -31.9% |
| 3M | -11.5% | +1.4% | -12.9% | -13.8% |
| 6M | +18.9% | +28.6% | -9.7% | +5.7% |
| YTD | +35.2% | +12.1% | +23.1% | +24.8% |
| 1Y | +14.5% | +50.0% | -35.6% | -6.4% |
| 3Y | +313.8% | +184.1% | +129.7% | +156.7% |
| 5Y | +32.6% | +103.3% | -70.7% | -11.2% |
| All | +1,381.0% | +143.2% | +1,237.8% | +892.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling