+93.1%
EXPE vs BG
+88.4%
+4.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -8.7% | +3.7% | -12.4% | -9.2% |
| 30D | -13.6% | +12.3% | -26.0% | -15.2% |
| 3M | +26.6% | -2.2% | +28.9% | +26.9% |
| 6M | +19.9% | +5.3% | +14.6% | +18.0% |
| YTD | -1.7% | +42.4% | -44.1% | -10.4% |
| 1Y | +29.4% | +55.2% | -25.8% | +15.0% |
| 3Y | +155.7% | +21.0% | +134.7% | +138.6% |
| 5Y | +93.1% | +87.1% | +5.9% | +59.0% |
| All | +93.1% | +88.4% | +4.7% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling