-3.9%
EXPE vs BEN
+64.2%
-68.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -4.2% | +11.3% | -15.5% | -9.9% |
| 30D | -4.5% | +15.0% | -19.5% | -10.9% |
| 3M | -19.7% | +7.8% | -27.5% | -22.8% |
| 6M | +18.3% | +15.5% | +2.8% | +8.9% |
| YTD | -7.3% | +55.4% | -62.7% | -31.4% |
| 1Y | -3.9% | +63.3% | -67.2% | -32.3% |
| All | -3.9% | +64.2% | -68.1% | -32.3% |
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