+142.0%
W vs EXPE
+131.0%
+11.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.4% | +1.3% |
| 7D | -3.6% | -9.3% | +5.7% | +1.6% |
| 30D | +7.0% | +0.1% | +6.8% | +6.2% |
| 3M | +7.4% | -15.3% | +22.7% | +16.4% |
| 6M | +69.3% | +5.5% | +63.8% | +62.4% |
| YTD | +11.3% | -8.0% | +19.3% | +12.8% |
| 1Y | +13.2% | +18.9% | -5.7% | -1.0% |
| 3Y | +142.0% | +135.5% | +6.5% | +32.2% |
| All | +142.0% | +131.0% | +11.1% | +32.2% |
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 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