+72.2%
V vs EXPE
+111.8%
-39.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -1.7% | -9.5% | +7.8% | +0.3% |
| 30D | +2.0% | -6.6% | +8.6% | +3.3% |
| 3M | +17.4% | +31.4% | -14.0% | +10.6% |
| 6M | +17.5% | +35.2% | -17.7% | +9.4% |
| YTD | +7.6% | +5.8% | +1.8% | +4.8% |
| 1Y | +7.7% | +38.7% | -31.0% | -1.6% |
| 3Y | +54.7% | +175.8% | -121.1% | +16.7% |
| All | +72.2% | +111.8% | -39.6% | +34.6% |
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 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