+159.9%
EXPE vs BAX
-36.6%
+196.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.8% | -4.1% | -6.7% |
| 7D | -9.8% | -2.4% | -7.3% | -9.0% |
| 30D | -11.5% | -9.7% | -1.8% | -8.7% |
| 3M | +21.7% | +29.3% | -7.5% | +12.5% |
| 6M | +10.4% | +40.7% | -30.3% | -1.0% |
| YTD | -2.5% | +30.3% | -32.8% | -11.7% |
| 1Y | +27.3% | +3.4% | +23.9% | +23.2% |
| 3Y | +153.5% | -32.0% | +185.5% | +172.9% |
| 5Y | +91.1% | -66.9% | +158.0% | +161.9% |
| All | +159.9% | -36.6% | +196.5% | +195.2% |
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