-68.4%
U vs EXPE
+43.3%
-111.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.9% | +10.4% | +8.4% |
| 7D | +36.6% | -9.3% | +45.9% | +40.6% |
| 30D | +13.3% | +0.1% | +13.2% | +8.5% |
| 3M | +26.2% | -15.3% | +41.5% | +32.8% |
| 6M | +88.7% | +5.5% | +83.3% | +67.7% |
| YTD | +16.6% | -8.0% | +24.5% | +12.5% |
| 1Y | +29.0% | +18.9% | +10.1% | +1.7% |
| 3Y | +99.5% | +135.5% | -36.0% | -15.0% |
| All | -68.4% | +43.3% | -111.8% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling