+65.3%
T vs EXPE
+155.3%
-90.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.9% | +7.6% | +0.6% |
| 7D | -1.5% | -9.8% | +8.2% | -0.4% |
| 30D | +7.6% | -11.5% | +19.1% | +9.0% |
| 3M | +15.3% | +21.7% | -6.4% | +12.4% |
| 6M | -8.5% | +10.4% | -18.8% | -10.0% |
| YTD | +6.8% | -2.5% | +9.3% | +6.0% |
| 1Y | -7.2% | +27.3% | -34.6% | -11.4% |
| 3Y | +108.2% | +153.5% | -45.3% | +75.4% |
| 5Y | +66.1% | +91.1% | -25.0% | +40.7% |
| 10Y | +65.3% | +153.1% | -87.8% | +16.0% |
| All | +65.3% | +155.3% | -90.0% | +16.0% |
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 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