+243.6%
W vs EXPE
+119.8%
+123.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +3.3% | -13.3% | +16.6% | +11.5% |
| 30D | +10.5% | -5.5% | +16.0% | +13.4% |
| 3M | +9.6% | -16.5% | +26.1% | +19.4% |
| 6M | +76.4% | +13.1% | +63.3% | +64.3% |
| YTD | +16.4% | -8.0% | +24.4% | +18.4% |
| 1Y | +9.3% | +1.1% | +8.2% | +5.6% |
| 3Y | +172.8% | +131.2% | +41.7% | +61.9% |
| 5Y | -53.4% | +39.8% | -93.1% | -66.0% |
| 10Y | +243.6% | +118.5% | +125.2% | +45.2% |
| All | +243.6% | +119.8% | +123.8% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling