-37.5%
U vs EXPE
+186.1%
-223.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.9% | +10.5% | +6.9% |
| 7D | +4.5% | -9.8% | +14.2% | +10.1% |
| 30D | -0.6% | -11.5% | +10.9% | +5.6% |
| 3M | +48.4% | +21.7% | +26.7% | +30.7% |
| 6M | +115.4% | +10.4% | +105.0% | +97.7% |
| YTD | -3.2% | -2.5% | -0.7% | -4.7% |
| 1Y | -6.0% | +27.3% | -33.4% | -21.8% |
| 3Y | +13.5% | +153.5% | -140.1% | -39.6% |
| 5Y | -68.0% | +91.1% | -159.1% | -80.6% |
| All | -37.5% | +186.1% | -223.5% | -62.1% |
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