+58.8%
T vs EXPE
+112.4%
-53.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +2.6% | -11.2% | +13.8% | +3.8% |
| 30D | -1.1% | -7.5% | +6.4% | -0.4% |
| 3M | -7.7% | -19.1% | +11.3% | -5.8% |
| 6M | -10.6% | +10.7% | -21.4% | -12.1% |
| YTD | -7.5% | -9.9% | +2.5% | -7.5% |
| 1Y | -7.4% | -4.6% | -2.8% | -8.3% |
| 3Y | +63.1% | +116.8% | -53.7% | +40.5% |
| 5Y | +55.2% | +38.6% | +16.6% | +39.1% |
| 10Y | +58.8% | +115.9% | -57.1% | +16.2% |
| All | +58.8% | +112.4% | -53.6% | +16.2% |
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