+1,251.0%
BE vs EXPE
+89.5%
+1,161.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -7.9% | +17.5% | +12.5% |
| 7D | +29.8% | -9.8% | +39.5% | +34.0% |
| 30D | +26.4% | -11.5% | +37.9% | +30.9% |
| 3M | +9.3% | +21.7% | -12.4% | -1.9% |
| 6M | +105.1% | +10.4% | +94.7% | +90.0% |
| YTD | +219.0% | -2.5% | +221.6% | +203.3% |
| 1Y | +418.8% | +27.3% | +391.4% | +325.9% |
| 3Y | +1,784.6% | +153.5% | +1,631.1% | +882.6% |
| 5Y | +1,251.0% | +91.1% | +1,159.9% | +731.3% |
| All | +1,251.0% | +89.5% | +1,161.5% | +731.3% |
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 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