+160.0%
EXPE vs BBY
+252.7%
-92.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.6% | +0.2% |
| 7D | -5.8% | +0.6% | -6.4% | -6.0% |
| 30D | -13.6% | +9.4% | -23.0% | -16.7% |
| 3M | +25.2% | +19.3% | +5.8% | +16.8% |
| 6M | +22.3% | +47.9% | -25.6% | +3.9% |
| YTD | -0.3% | +39.6% | -39.9% | -13.6% |
| 1Y | +27.8% | +22.2% | +5.6% | +16.1% |
| 3Y | +162.4% | +45.0% | +117.5% | +114.4% |
| 5Y | +95.8% | +2.6% | +93.3% | +74.7% |
| All | +160.0% | +252.7% | -92.7% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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