+158.0%
EXPE vs BB
+2.1%
+155.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -11.5% | +1.8% | -13.4% | -11.8% |
| 30D | -13.1% | -12.2% | -0.8% | -11.4% |
| 3M | +18.1% | -12.3% | +30.5% | +18.6% |
| 6M | +13.3% | +122.7% | -109.4% | -5.8% |
| YTD | -3.2% | +104.5% | -107.7% | -18.0% |
| 1Y | +26.1% | +106.7% | -80.5% | +5.9% |
| 3Y | +151.7% | +70.0% | +81.8% | +108.3% |
| 5Y | +88.3% | -27.8% | +116.1% | +72.9% |
| 10Y | +158.0% | +2.4% | +155.6% | +70.8% |
| All | +158.0% | +2.1% | +155.9% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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