+675.5%
BE vs EXPE
+111.5%
+564.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | -1.2% | -13.3% | +12.1% | +4.8% |
| 30D | -30.9% | -5.5% | -25.4% | -30.1% |
| 3M | -11.6% | -16.5% | +4.9% | -6.9% |
| 6M | -25.7% | +13.1% | -38.8% | -34.2% |
| YTD | +123.1% | -8.0% | +131.1% | +110.0% |
| 1Y | +43.4% | +1.1% | +42.3% | +28.0% |
| 3Y | +1,683.6% | +131.2% | +1,552.5% | +803.5% |
| 5Y | +465.4% | +39.8% | +425.7% | +263.8% |
| All | +675.5% | +111.5% | +564.0% | +133.6% |
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 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