+641.7%
BE vs EXPE
+107.1%
+534.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.4% |
| 7D | -13.4% | -11.2% | -2.2% | -8.8% |
| 30D | -33.9% | -7.5% | -26.4% | -32.5% |
| 3M | -12.0% | -19.1% | +7.1% | -5.9% |
| 6M | -29.0% | +10.7% | -39.7% | -36.4% |
| YTD | +113.4% | -9.9% | +123.3% | +102.8% |
| 1Y | +33.2% | -4.6% | +37.8% | +22.5% |
| 3Y | +1,659.2% | +116.8% | +1,542.4% | +825.1% |
| 5Y | +461.4% | +38.6% | +422.8% | +261.9% |
| All | +641.7% | +107.1% | +534.5% | +125.6% |
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