+18.2%
TER vs EXPE
+21.4%
-3.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.4% | +2.0% |
| 7D | -20.5% | -9.3% | -11.1% | -20.6% |
| 30D | -47.0% | +0.1% | -47.2% | -46.1% |
| 3M | -43.3% | -15.3% | -28.0% | -43.5% |
| 6M | -42.9% | +5.5% | -48.4% | -42.3% |
| YTD | +12.9% | -8.0% | +20.8% | +11.7% |
| 1Y | +18.2% | +18.9% | -0.7% | +13.9% |
| All | +18.2% | +21.4% | -3.2% | +13.9% |
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