+43.2%
TER vs EXPE
+48.9%
-5.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +10.5% | -17.4% | -4.7% |
| 7D | -19.9% | +14.6% | -34.5% | -17.4% |
| 30D | -43.5% | +21.4% | -65.0% | -41.2% |
| 3M | -37.8% | +1.4% | -39.2% | -36.6% |
| 6M | -25.6% | +28.6% | -54.2% | -22.9% |
| YTD | +29.8% | +12.1% | +17.7% | +31.8% |
| 1Y | +43.2% | +50.0% | -6.8% | +41.3% |
| All | +43.2% | +48.9% | -5.8% | +41.3% |
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