+75.7%
V vs EXPE
+124.3%
-48.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.4% | -4.2% | +3.8% | +0.4% |
| 30D | +6.3% | -4.5% | +10.9% | +7.0% |
| 3M | +17.2% | -19.7% | +36.9% | +21.1% |
| 6M | +29.2% | +18.3% | +11.0% | +25.1% |
| YTD | +20.8% | -7.3% | +28.1% | +20.4% |
| 1Y | +25.0% | -3.9% | +28.9% | +23.8% |
| All | +75.7% | +124.3% | -48.6% | +53.7% |
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