What does 'ExPost' mean
Expost is another word for actual returns and is Latin for "after the fact." The use of historical returns has customarily been the most wellknown approach to forecast the probability of incurring a loss on an investment on any given day. Expost is the opposite of exante, which means "before the event."
BREAKING DOWN 'ExPost'
Expost information is attained by companies to forecast future earnings. Expost information is utilized in studies such as value at risk (VaR), a probability study that approximates the maximum amount of loss an investment portfolio may incur on any day. VaR is defined for a specified investment portfolio, probability and time horizon.
Expost yield differs from exante yield because it represents actual values, essentially what investors earn rather than estimated values. Investors base their decisions on expected returns versus actual returns, which is an important aspect of an investment's risk analysis. Expost is the current market price, minus the price the investor paid. It shows the performance of an asset; however, it excludes projections and probabilities.
Analysis
Expost is calculated using the beginning and ending asset values for a specific period, any growth or decline in the asset value plus any earned income produced by the asset during the period. Analysts use expost data on investment price fluctuations, earnings and other metrics to predict expected returns. It is measured against the expected return to confirm the accuracy of risk assessment methods.
It is best used for periods less than a year and measures the yield earned for an investment yeartodate. For example, for a March 31 quarterly report, the actual return measures how much an investor’s portfolio has increased in percentage from Jan. 1 to March 31. If the number is 5.0%, the portfolio gained 5.0% since Jan. 1.
Expost performance attribution analysis, or benchmark analysis, gauges the performance of an investment portfolio based on the return of the portfolio and its correlation with numerous factors or benchmarks. Expost analysis is the traditional approach of performance analysis for longonly funds.
Expost performance analysis typically centers on regression analysis. An analyst executes a regression of the portfolio’s yields versus the returns of the market index to determine how much of a portfolio’s profit and loss might be the result of market exposure. The regression provides the portfolio’s beta to the market index and the amount of alpha the fund was gaining or losing in relation to the market index.
Forecasting
The formula for calculating expost is (ending value  beginning value) / beginning value. The beginning value is the market value when an asset was purchased. The ending value is the current market value of an asset. Expost is a forecast prepared at a certain time that uses data available after that time. The forecasts are created when the future observations are identified during the forecasting period. It is used to observe known data to assess the forecasting model.

ExPost Risk
Expost risk is a risk measurement technique that uses historic ... 
Risk Discount
A risk discount refers to a situation where an investor is willing ... 
Marginal VaR
Marginal VaR includes the change in portfolio VaR resulting from ... 
Sharpe Ratio
The Sharpe ratio is the average return earned in excess of the ... 
Value At Risk  VaR
Value at risk is a statistic that measures and quantifies the ... 
Relative Return
Relative return is the return an asset achieves over a period ...

Investing
How Investment Risk Is Quantified
FInancial advisors and wealth management firms use a variety of tools based in modern portfolio theory to quantify investment risk. 
Investing
Understanding Quantitative Analysis Of Hedge Funds
Learn how hedge fund performance quantitatively requires metrics such as absolute and relative returns, risk measurement, and benchmark performance ratios. 
Financial Advisor
A Deeper Look At Alpha
The Jensen index helps investors compare realized returns to what should've been achieved. 
Investing
An Introduction to Value at Risk (VAR)
Volatility is not the only way to measure risk. Learn about the "new science of risk management". 
Investing
The Workings of Equity Portfolio Management
Portfolio management is a necessity, not an afterthought, in achieving analytical efficiency. 
Investing
Analyzing Mutual Funds for Maximum Return
Using a few simple metrics will help you pick the right fund to provide maximum returns. 
Retirement
How To Create a Retirement Portfolio Strategy
Properly planned retirement portfolio strategies are needed for maximum profit, in this article find out the rules of retirement income planning. 
Investing
Gauge Portfolio Performance By Measuring Returns
Calculate returns frequently and accurately to ensure you're meeting your investing goals.

What is backtesting in Value at Risk (VaR)?
The value at risk is a statistical risk management technique that monitors and quantifies the risk level associated with ... Read Answer >> 
What's the difference between EaR, Value at Risk (VaR), and EVE?
Learn about earnings at risk, value at risk and economic value added, how these risk measures are used, and the difference ... Read Answer >> 
Calculate your portfolio's investment returns
Learn the basic principles underlying the data and calculations used to perform personal rates of return on investment portfolios. Read Answer >> 
Calculate the profit and loss of your portfolio
Finding the total percentage gain or loss on a portfolio requires simple calculations, but first, you should understand how ... Read Answer >>