+196.2%
W vs EXPE
+227.6%
-31.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.4% | +1.1% |
| 7D | -3.6% | -9.3% | +5.7% | +1.1% |
| 30D | +7.0% | +0.1% | +6.8% | +6.4% |
| 3M | +7.4% | -15.3% | +22.7% | +15.7% |
| 6M | +69.3% | +5.5% | +63.8% | +63.6% |
| YTD | +11.3% | -8.0% | +19.3% | +13.3% |
| 1Y | +13.2% | +18.9% | -5.7% | +0.8% |
| 3Y | +142.0% | +135.5% | +6.5% | +47.9% |
| 5Y | -54.6% | +44.3% | -98.9% | -66.2% |
| 10Y | +243.7% | +117.7% | +126.0% | +68.5% |
| All | +196.2% | +227.6% | -31.3% | +28.8% |
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