+1,580.2%
BE vs EXPE
+182.4%
+1,397.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.0% | +7.6% |
| 7D | +20.0% | -9.5% | +29.5% | +21.9% |
| 30D | +7.9% | -6.6% | +14.5% | +8.9% |
| 3M | -13.2% | +31.4% | -44.6% | -18.9% |
| 6M | +53.5% | +35.2% | +18.3% | +41.8% |
| YTD | +191.0% | +5.8% | +185.2% | +181.9% |
| 1Y | +360.5% | +38.7% | +321.8% | +308.1% |
| All | +1,580.2% | +182.4% | +1,397.8% | +1,047.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling