-68.0%
U vs EXPE
+89.5%
-157.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.9% | +10.5% | +7.7% |
| 7D | +4.5% | -9.8% | +14.2% | +11.0% |
| 30D | -0.6% | -11.5% | +10.9% | +6.6% |
| 3M | +48.4% | +21.7% | +26.7% | +27.5% |
| 6M | +115.4% | +10.4% | +105.0% | +94.1% |
| YTD | -3.2% | -2.5% | -0.7% | -5.4% |
| 1Y | -6.0% | +27.3% | -33.4% | -25.2% |
| 3Y | +13.5% | +153.5% | -140.1% | -50.0% |
| 5Y | -68.0% | +91.1% | -159.1% | -83.0% |
| All | -68.0% | +89.5% | -157.5% | -83.0% |
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