+713.2%
EXPE vs BEN
+164.4%
+548.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.7% |
| 7D | -11.2% | +12.1% | -23.3% | -16.4% |
| 30D | -7.5% | +13.4% | -20.9% | -13.5% |
| 3M | -19.1% | +9.4% | -28.4% | -23.0% |
| 6M | +10.7% | +19.3% | -8.5% | +0.1% |
| YTD | -9.9% | +57.3% | -67.2% | -30.1% |
| 1Y | -4.6% | +69.1% | -73.7% | -28.8% |
| 3Y | +116.8% | +85.6% | +31.2% | +48.1% |
| 5Y | +38.6% | +32.9% | +5.6% | +12.7% |
| 10Y | +115.9% | +58.3% | +57.5% | +43.7% |
| All | +713.2% | +164.4% | +548.8% | +259.3% |
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 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