-62.2%
XYZ vs EXPE
+42.3%
-104.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.2% |
| 7D | -2.2% | -17.8% | +15.6% | +8.8% |
| 30D | +11.6% | -3.2% | +14.8% | +12.8% |
| 3M | +8.4% | -19.0% | +27.4% | +20.5% |
| 6M | +17.2% | +17.7% | -0.6% | +4.0% |
| YTD | +31.7% | -7.8% | +39.5% | +31.1% |
| 1Y | +30.1% | -1.4% | +31.4% | +23.2% |
| 3Y | +66.4% | +121.9% | -55.5% | -20.3% |
| 5Y | -62.2% | +44.3% | -106.4% | -76.0% |
| All | -62.2% | +42.3% | -104.5% | -76.0% |
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 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