+130.4%
EXPE vs BAH
+199.5%
-69.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.2% | -2.6% | -1.6% | -3.5% |
| 30D | -4.5% | +20.4% | -24.9% | -9.1% |
| 3M | -19.7% | +11.9% | -31.6% | -22.2% |
| 6M | +18.3% | +17.1% | +1.2% | +12.4% |
| YTD | -7.3% | +5.5% | -12.9% | -9.9% |
| 1Y | -3.9% | +5.6% | -9.5% | -6.7% |
| 3Y | +123.0% | -26.5% | +149.5% | +126.8% |
| 5Y | +47.9% | +6.5% | +41.5% | +29.5% |
| All | +130.4% | +199.5% | -69.2% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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