+20.7%
XYZ vs EXPE
+48.9%
-28.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +10.5% | +4.8% | +11.9% |
| 7D | +16.5% | +14.6% | +1.9% | +11.9% |
| 30D | +15.0% | +21.4% | -6.5% | +8.6% |
| 3M | +3.5% | +1.4% | +2.2% | +2.4% |
| 6M | +21.9% | +28.6% | -6.7% | +12.9% |
| YTD | +34.6% | +12.1% | +22.5% | +22.5% |
| 1Y | +20.7% | +50.0% | -29.3% | +17.0% |
| All | +20.7% | +48.9% | -28.2% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling