-39.0%
U vs EXPE
+210.5%
-249.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.1% |
| 7D | -3.8% | -9.5% | +5.7% | +1.6% |
| 30D | +17.5% | -6.6% | +24.1% | +21.2% |
| 3M | +38.7% | +31.4% | +7.3% | +17.5% |
| 6M | +104.4% | +35.2% | +69.2% | +67.0% |
| YTD | -5.7% | +5.8% | -11.5% | -10.9% |
| 1Y | +3.7% | +38.7% | -35.0% | -17.3% |
| 3Y | +12.3% | +175.8% | -163.5% | -42.7% |
| 5Y | -68.8% | +111.8% | -180.7% | -81.9% |
| All | -39.0% | +210.5% | -249.6% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling