+730.7%
EXPE vs BB
-63.6%
+794.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.3% | -5.6% |
| 7D | -9.3% | +3.8% | -13.1% | -9.9% |
| 30D | +0.1% | -0.3% | +0.5% | -0.3% |
| 3M | -15.3% | -0.5% | -14.9% | -16.3% |
| 6M | +5.5% | +45.9% | -40.4% | -5.1% |
| YTD | -8.0% | +130.6% | -138.6% | -24.3% |
| 1Y | +18.9% | +89.2% | -70.3% | +1.0% |
| 3Y | +135.5% | +137.5% | -2.0% | +82.8% |
| 5Y | +44.3% | -20.9% | +65.2% | +32.1% |
| 10Y | +117.7% | +25.4% | +92.3% | +48.2% |
| All | +730.7% | -63.6% | +794.3% | +664.0% |
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