+199.8%
TER vs EXPE
+40.7%
+159.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.2% |
| 7D | +0.6% | -9.5% | +10.1% | -0.6% |
| 30D | -8.3% | -6.6% | -1.7% | -9.0% |
| 3M | -12.2% | +31.4% | -43.6% | -10.9% |
| 6M | +17.0% | +35.2% | -18.2% | +18.3% |
| YTD | +84.6% | +5.8% | +78.8% | +83.5% |
| 1Y | +199.8% | +38.7% | +161.1% | +198.1% |
| All | +199.8% | +40.7% | +159.2% | +198.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling