+130.4%
EXPE vs BAX
-36.0%
+166.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.2% |
| 7D | -4.2% | +0.4% | -4.5% | -4.3% |
| 30D | -4.5% | +3.4% | -7.9% | -5.6% |
| 3M | -19.7% | -4.5% | -15.2% | -18.6% |
| 6M | +18.3% | +44.0% | -25.7% | +5.6% |
| YTD | -7.3% | +34.9% | -42.2% | -17.1% |
| 1Y | -3.9% | +37.9% | -41.8% | -14.7% |
| 3Y | +123.0% | -17.1% | +140.1% | +125.7% |
| 5Y | +47.9% | -64.3% | +112.2% | +97.8% |
| All | +130.4% | -36.0% | +166.4% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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