+599.5%
XYZ vs EXPE
+115.0%
+484.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +4.2% |
| 7D | +12.1% | -9.3% | +21.5% | +17.4% |
| 30D | +12.4% | +0.1% | +12.2% | +11.6% |
| 3M | +8.2% | -15.3% | +23.5% | +16.1% |
| 6M | +20.7% | +5.5% | +15.2% | +14.8% |
| YTD | +31.3% | -8.0% | +39.3% | +31.5% |
| 1Y | +20.5% | +18.9% | +1.6% | +3.1% |
| 3Y | +72.6% | +135.5% | -62.9% | -2.9% |
| 5Y | -64.0% | +44.3% | -108.3% | -74.6% |
| All | +599.5% | +115.0% | +484.5% | +218.5% |
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