+855.0%
EXPE vs BAX
+84.5%
+770.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.1% |
| 7D | -9.5% | -1.1% | -8.4% | -9.1% |
| 30D | -6.6% | -5.5% | -1.2% | -4.5% |
| 3M | +31.4% | +33.5% | -2.2% | +16.9% |
| 6M | +35.2% | +35.9% | -0.7% | +18.4% |
| YTD | +5.8% | +35.4% | -29.6% | -8.7% |
| 1Y | +38.7% | +9.8% | +28.9% | +29.1% |
| 3Y | +175.8% | -32.7% | +208.5% | +202.1% |
| 5Y | +111.8% | -65.6% | +177.4% | +206.1% |
| 10Y | +179.7% | -34.9% | +214.6% | +177.8% |
| All | +855.0% | +84.5% | +770.5% | +540.7% |
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