+127.7%
EXPE vs BN
+290.8%
-163.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | 0.0% |
| 7D | -0.5% | -1.0% | +0.5% | +0.1% |
| 30D | -6.1% | +14.0% | -20.1% | -14.2% |
| 3M | -21.3% | -9.0% | -12.3% | -15.3% |
| 6M | +19.0% | -8.8% | +27.8% | +27.2% |
| YTD | -8.4% | -10.3% | +1.8% | -1.5% |
| 1Y | -2.8% | -5.8% | +3.0% | +0.9% |
| 3Y | +120.8% | +94.8% | +26.0% | +28.2% |
| 5Y | +46.2% | +31.5% | +14.7% | +12.9% |
| All | +127.7% | +290.8% | -163.2% | -7.9% |
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