+115.9%
EXPE vs BN
+280.2%
-164.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.1% |
| 7D | -11.2% | +4.3% | -15.5% | -13.5% |
| 30D | -7.5% | +14.3% | -21.7% | -15.6% |
| 3M | -19.1% | -4.1% | -15.0% | -16.2% |
| 6M | +10.7% | -9.7% | +20.4% | +19.2% |
| YTD | -9.9% | -7.1% | -2.8% | -5.5% |
| 1Y | -4.6% | -7.4% | +2.8% | +0.2% |
| 3Y | +116.8% | +102.3% | +14.4% | +22.5% |
| 5Y | +38.6% | +35.9% | +2.6% | +4.4% |
| 10Y | +115.9% | +289.2% | -173.3% | -13.8% |
| All | +115.9% | +280.2% | -164.4% | -13.8% |
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