+855.0%
EXPE vs BG
+179.4%
+675.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -9.5% | +2.8% | -12.3% | -10.4% |
| 30D | -6.6% | +12.0% | -18.7% | -10.2% |
| 3M | +31.4% | -7.7% | +39.1% | +33.5% |
| 6M | +35.2% | +4.5% | +30.7% | +30.9% |
| YTD | +5.8% | +35.7% | -29.9% | -6.9% |
| 1Y | +38.7% | +50.1% | -11.4% | +17.0% |
| 3Y | +175.8% | +12.6% | +163.2% | +151.5% |
| 5Y | +111.8% | +75.4% | +36.4% | +60.2% |
| 10Y | +179.7% | +150.5% | +29.2% | +75.6% |
| All | +855.0% | +179.4% | +675.6% | +408.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling