+554.0%
XYZ vs EXPE
+117.8%
+436.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +4.1% |
| 7D | +12.1% | -9.3% | +21.5% | +17.2% |
| 30D | +12.4% | +0.1% | +12.2% | +11.6% |
| 3M | +8.2% | -15.3% | +23.5% | +15.9% |
| 6M | +20.7% | +5.5% | +15.2% | +15.0% |
| YTD | +31.3% | -8.0% | +39.3% | +31.6% |
| 1Y | +20.5% | +18.9% | +1.6% | +3.6% |
| 3Y | +72.6% | +135.5% | -62.9% | -0.9% |
| 5Y | -64.0% | +44.3% | -108.3% | -74.3% |
| 10Y | +601.8% | +117.7% | +484.1% | +239.9% |
| All | +554.0% | +117.8% | +436.2% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling