-22.7%
U vs EXPE
+168.8%
-191.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.8% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | +27.6% | -6.1% | +33.6% | +27.7% |
| 3M | +15.3% | -21.3% | +36.6% | +25.5% |
| 6M | +96.4% | +19.0% | +77.4% | +68.2% |
| YTD | +19.6% | -8.4% | +28.0% | +17.0% |
| 1Y | +42.1% | -2.8% | +44.9% | +34.0% |
| 3Y | +87.5% | +120.8% | -33.2% | +4.2% |
| 5Y | -73.1% | +46.2% | -119.3% | -83.8% |
| All | -22.7% | +168.8% | -191.5% | -53.5% |
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