+2,319.5%
TER vs EXPE
+851.4%
+1,468.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.1% |
| 7D | +0.6% | -9.5% | +10.2% | +4.2% |
| 30D | -8.3% | -6.6% | -1.6% | -6.5% |
| 3M | -12.2% | +31.4% | -43.6% | -22.2% |
| 6M | +17.1% | +35.2% | -18.1% | +1.0% |
| YTD | +84.7% | +5.8% | +78.9% | +71.2% |
| 1Y | +199.9% | +38.7% | +161.3% | +147.5% |
| 3Y | +232.8% | +175.8% | +57.0% | +104.6% |
| 5Y | +198.6% | +111.8% | +86.7% | +93.4% |
| 10Y | +1,669.7% | +179.7% | +1,490.0% | +812.5% |
| All | +2,319.5% | +851.4% | +1,468.1% | +362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling