+135.5%
EXPE vs BEN
+63.5%
+72.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.7% | -9.6% | -7.0% |
| 7D | -9.3% | +6.6% | -15.9% | -11.6% |
| 30D | +0.1% | +3.8% | -3.7% | -1.4% |
| 3M | -15.3% | +0.2% | -15.5% | -15.3% |
| 6M | +5.5% | +10.4% | -5.0% | +0.5% |
| YTD | -8.0% | +46.2% | -54.1% | -23.0% |
| 1Y | +18.9% | +52.3% | -33.4% | -2.6% |
| 3Y | +135.5% | +65.9% | +69.6% | +75.6% |
| All | +135.5% | +63.5% | +72.0% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling