+9.3%
XYZ vs EXPE
+40.7%
-31.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -1.0% | -9.5% | +8.6% | +1.7% |
| 30D | -1.7% | -6.6% | +4.9% | 0.0% |
| 3M | +16.7% | +31.4% | -14.6% | +9.0% |
| 6M | +26.9% | +35.2% | -8.3% | +17.2% |
| YTD | +27.1% | +5.8% | +21.3% | +19.3% |
| 1Y | +9.3% | +38.7% | -29.4% | +4.7% |
| All | +9.3% | +40.7% | -31.4% | +4.7% |
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 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