+911.5%
BE vs EXPE
+143.3%
+768.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.0% | +8.1% |
| 7D | +20.0% | -9.5% | +29.5% | +25.4% |
| 30D | +7.9% | -6.6% | +14.5% | +10.7% |
| 3M | -13.2% | +31.4% | -44.6% | -26.2% |
| 6M | +53.5% | +35.2% | +18.3% | +26.4% |
| YTD | +191.0% | +5.8% | +185.2% | +163.2% |
| 1Y | +360.5% | +38.7% | +321.8% | +251.3% |
| 3Y | +1,568.0% | +175.8% | +1,392.2% | +682.5% |
| 5Y | +1,055.2% | +111.8% | +943.3% | +498.9% |
| All | +911.5% | +143.3% | +768.2% | +192.8% |
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