+160.0%
EXPE vs BG
+166.7%
-6.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +2.0% |
| 7D | -5.8% | +3.1% | -8.9% | -6.8% |
| 30D | -13.6% | +10.2% | -23.8% | -16.5% |
| 3M | +25.2% | -1.7% | +26.9% | +24.6% |
| 6M | +22.3% | +1.0% | +21.4% | +19.9% |
| YTD | -0.3% | +39.9% | -40.2% | -14.0% |
| 1Y | +27.8% | +53.2% | -25.4% | +5.7% |
| 3Y | +162.4% | +16.3% | +146.2% | +136.0% |
| 5Y | +95.8% | +83.9% | +12.0% | +38.2% |
| All | +160.0% | +166.7% | -6.6% | +40.2% |
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