+736.5%
EXPE vs BBY
+280.3%
+456.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +1.1% |
| 7D | -4.2% | +4.0% | -8.2% | -5.7% |
| 30D | -4.5% | +17.6% | -22.1% | -9.9% |
| 3M | -19.7% | +25.9% | -45.6% | -26.2% |
| 6M | +18.3% | +85.1% | -66.8% | -6.1% |
| YTD | -7.3% | +60.6% | -67.9% | -22.9% |
| 1Y | -3.9% | +40.2% | -44.1% | -16.0% |
| 3Y | +123.0% | +86.6% | +36.4% | +69.6% |
| 5Y | +47.9% | -3.7% | +51.6% | +38.5% |
| 10Y | +126.5% | +287.7% | -161.2% | +22.4% |
| All | +736.5% | +280.3% | +456.2% | +243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling