+135.5%
EXPE vs BAX
-19.9%
+155.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.0% |
| 7D | -9.3% | +12.1% | -21.5% | -11.9% |
| 30D | +0.1% | +7.6% | -7.4% | -1.8% |
| 3M | -15.3% | -4.5% | -10.8% | -14.3% |
| 6M | +5.5% | +52.0% | -46.5% | -5.6% |
| YTD | -8.0% | +35.1% | -43.1% | -16.6% |
| 1Y | +18.9% | +43.7% | -24.8% | +5.8% |
| 3Y | +135.5% | -20.9% | +156.5% | +133.3% |
| All | +135.5% | -19.9% | +155.5% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling