+26.1%
EXPE vs BEN
+45.3%
-19.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -11.5% | +3.4% | -14.9% | -12.6% |
| 30D | -13.1% | +1.8% | -14.9% | -13.6% |
| 3M | +18.1% | +8.4% | +9.8% | +14.5% |
| 6M | +13.3% | +35.6% | -22.4% | -1.8% |
| YTD | -3.2% | +46.4% | -49.6% | -15.4% |
| 1Y | +26.1% | +46.3% | -20.2% | +7.2% |
| All | +26.1% | +45.3% | -19.2% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling