+1,744.2%
TER vs EXPE
+155.3%
+1,588.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.9% | +12.1% | +6.7% |
| 7D | +11.0% | -9.8% | +20.7% | +14.4% |
| 30D | -1.9% | -11.5% | +9.6% | +1.4% |
| 3M | -0.7% | +21.7% | -22.4% | -9.3% |
| 6M | +36.4% | +10.4% | +26.0% | +27.3% |
| YTD | +92.4% | -2.5% | +95.0% | +83.8% |
| 1Y | +213.5% | +27.3% | +186.2% | +167.0% |
| 3Y | +277.2% | +153.5% | +123.7% | +139.6% |
| 5Y | +219.1% | +91.1% | +128.0% | +114.7% |
| 10Y | +1,744.2% | +153.1% | +1,591.1% | +844.4% |
| All | +1,744.2% | +155.3% | +1,588.9% | +844.4% |
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