+12.4%
O vs EXPE
+40.1%
-27.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.3% | -13.3% | +16.7% | +4.4% |
| 30D | +10.3% | -5.5% | +15.8% | +10.7% |
| 3M | -3.5% | -16.5% | +13.0% | -2.3% |
| 6M | -1.3% | +13.1% | -14.4% | -2.6% |
| YTD | +10.3% | -8.0% | +18.3% | +10.3% |
| 1Y | +10.4% | +1.1% | +9.3% | +9.2% |
| 3Y | +40.0% | +131.2% | -91.2% | +23.4% |
| 5Y | +12.4% | +39.8% | -27.4% | +2.7% |
| All | +12.4% | +40.1% | -27.7% | +2.7% |
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