+202.8%
TER vs EXPE
+111.8%
+91.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.0% |
| 7D | +0.6% | -9.5% | +10.2% | +3.7% |
| 30D | -8.3% | -6.6% | -1.6% | -6.8% |
| 3M | -12.2% | +31.4% | -43.6% | -21.4% |
| 6M | +17.1% | +35.2% | -18.1% | +2.1% |
| YTD | +84.7% | +5.8% | +78.9% | +72.9% |
| 1Y | +199.9% | +38.7% | +161.3% | +148.0% |
| 3Y | +232.8% | +175.8% | +57.0% | +99.9% |
| All | +202.8% | +111.8% | +91.1% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling