+9.6%
U vs EXPE
+182.4%
-172.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.1% |
| 7D | -3.8% | -9.5% | +5.7% | +1.2% |
| 30D | +17.5% | -6.6% | +24.1% | +20.9% |
| 3M | +38.7% | +31.4% | +7.3% | +18.7% |
| 6M | +104.4% | +35.2% | +69.2% | +68.8% |
| YTD | -5.7% | +5.8% | -11.5% | -10.6% |
| 1Y | +3.7% | +38.7% | -35.0% | -15.9% |
| All | +9.6% | +182.4% | -172.8% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling