+3,306.4%
V vs EXPE
+823.5%
+2,482.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | -13.3% | +12.5% | +2.6% |
| 30D | +9.5% | -5.5% | +15.0% | +10.6% |
| 3M | +16.7% | -16.5% | +33.1% | +21.3% |
| 6M | +32.9% | +13.1% | +19.9% | +27.2% |
| YTD | +21.1% | -8.0% | +29.1% | +20.5% |
| 1Y | +26.6% | +1.1% | +25.5% | +22.7% |
| 3Y | +78.4% | +131.2% | -52.8% | +32.6% |
| 5Y | +105.5% | +39.8% | +65.7% | +67.0% |
| 10Y | +444.2% | +118.5% | +325.8% | +254.0% |
| All | +3,306.4% | +823.5% | +2,482.9% | +1,060.7% |
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 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