+713.2%
EXPE vs BB
-62.0%
+775.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -11.2% | +11.6% | -22.8% | -12.8% |
| 30D | -7.5% | +2.6% | -10.0% | -8.4% |
| 3M | -19.1% | +3.5% | -22.6% | -20.5% |
| 6M | +10.7% | +43.5% | -32.7% | 0.0% |
| YTD | -9.9% | +141.2% | -151.1% | -26.5% |
| 1Y | -4.6% | +97.4% | -102.0% | -19.6% |
| 3Y | +116.8% | +151.1% | -34.3% | +66.4% |
| 5Y | +38.6% | -12.8% | +51.4% | +24.7% |
| 10Y | +115.9% | +27.5% | +88.4% | +46.5% |
| All | +713.2% | -62.0% | +775.1% | +641.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling