+62.5%
T vs EXPE
+123.5%
-61.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | -3.8% | -6.1% | +2.3% | -3.2% |
| 3M | -8.7% | -21.3% | +12.6% | -6.6% |
| 6M | -8.1% | +19.0% | -27.1% | -10.4% |
| YTD | -6.4% | -8.4% | +2.0% | -6.7% |
| 1Y | -9.8% | -2.8% | -7.0% | -10.8% |
| 3Y | +65.5% | +120.8% | -55.3% | +42.3% |
| 5Y | +57.0% | +46.2% | +10.8% | +39.4% |
| All | +62.5% | +123.5% | -61.0% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling