+108.3%
V vs EXPE
+46.0%
+62.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +9.0% | -6.1% | +15.1% | +10.0% |
| 3M | +16.7% | -21.3% | +38.0% | +21.9% |
| 6M | +33.4% | +19.0% | +14.4% | +27.7% |
| YTD | +22.4% | -8.4% | +30.8% | +22.2% |
| 1Y | +27.7% | -2.8% | +30.5% | +25.8% |
| 3Y | +78.0% | +120.8% | -42.8% | +41.4% |
| All | +108.3% | +46.0% | +62.3% | +83.1% |
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