-63.7%
XYZ vs EXPE
+46.0%
-109.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.5% |
| 7D | -1.1% | -0.5% | -0.6% | -0.8% |
| 30D | +11.5% | -6.1% | +17.6% | +14.7% |
| 3M | +1.8% | -21.3% | +23.1% | +15.0% |
| 6M | +21.2% | +19.0% | +2.2% | +6.8% |
| YTD | +29.9% | -8.4% | +38.4% | +29.8% |
| 1Y | +35.8% | -2.8% | +38.6% | +29.7% |
| 3Y | +62.6% | +120.8% | -58.2% | -22.0% |
| All | -63.7% | +46.0% | -109.7% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling