+713.2%
EXPE vs BAX
+88.7%
+624.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -11.2% | +3.6% | -14.8% | -12.2% |
| 30D | -7.5% | +8.5% | -16.0% | -10.5% |
| 3M | -19.1% | -4.9% | -14.2% | -17.6% |
| 6M | +10.7% | +47.0% | -36.3% | -5.4% |
| YTD | -9.9% | +38.4% | -48.4% | -23.0% |
| 1Y | -4.6% | +49.1% | -53.8% | -21.0% |
| 3Y | +116.8% | -14.9% | +131.7% | +115.9% |
| 5Y | +38.6% | -63.1% | +101.7% | +94.3% |
| 10Y | +115.9% | -35.6% | +151.5% | +116.4% |
| All | +713.2% | +88.7% | +624.4% | +439.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling