+18.4%
U vs EXPE
+48.9%
-30.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.5% | -5.6% | +1.1% |
| 7D | +7.5% | +14.6% | -7.2% | +2.0% |
| 30D | -7.0% | +21.4% | -28.5% | -14.1% |
| 3M | +20.6% | +1.4% | +19.2% | +18.5% |
| 6M | +53.2% | +28.6% | +24.6% | +33.0% |
| YTD | -3.9% | +12.1% | -16.0% | -12.7% |
| 1Y | +18.4% | +50.0% | -31.6% | +3.3% |
| All | +18.4% | +48.9% | -30.5% | +3.3% |
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