+855.0%
EXPE vs BEN
+150.5%
+704.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -3.6% |
| 7D | -9.5% | +0.2% | -9.8% | -9.7% |
| 30D | -6.6% | -0.5% | -6.1% | -6.4% |
| 3M | +31.4% | +9.7% | +21.7% | +24.6% |
| 6M | +35.2% | +33.9% | +1.3% | +14.5% |
| YTD | +5.8% | +49.0% | -43.2% | -15.4% |
| 1Y | +38.7% | +42.1% | -3.4% | +13.0% |
| 3Y | +175.8% | +51.9% | +123.9% | +110.3% |
| 5Y | +111.8% | +39.0% | +72.8% | +66.1% |
| 10Y | +179.7% | +57.9% | +121.9% | +84.6% |
| All | +855.0% | +150.5% | +704.6% | +334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling