+153.1%
EXPE vs BN
+259.6%
-106.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.6% | -5.3% | -6.0% |
| 7D | -9.8% | -1.2% | -8.6% | -8.9% |
| 30D | -11.5% | -10.9% | -0.6% | -3.7% |
| 3M | +21.7% | -11.1% | +32.8% | +32.5% |
| 6M | +10.4% | -4.4% | +14.7% | +12.9% |
| YTD | -2.5% | -14.1% | +11.6% | +7.8% |
| 1Y | +27.3% | -11.1% | +38.4% | +36.8% |
| 3Y | +153.5% | +75.6% | +78.0% | +57.8% |
| 5Y | +91.1% | +35.8% | +55.3% | +43.0% |
| 10Y | +153.1% | +261.6% | -108.5% | +4.1% |
| All | +153.1% | +259.6% | -106.5% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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