+127.7%
EXPE vs BG
+111.0%
+16.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -0.5% | +2.6% | -3.1% | -1.3% |
| 30D | -6.1% | -6.7% | +0.6% | -4.2% |
| 3M | -21.3% | -9.3% | -12.1% | -19.5% |
| 6M | +19.0% | -18.3% | +37.3% | +24.9% |
| YTD | -8.4% | +16.2% | -24.6% | -16.8% |
| 1Y | -2.8% | +7.6% | -10.4% | -9.1% |
| 3Y | +120.8% | +6.6% | +114.2% | +101.1% |
| 5Y | +46.2% | +22.2% | +24.0% | +20.1% |
| All | +127.7% | +111.0% | +16.7% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling