+91.1%
EXPE vs BN
+35.3%
+55.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.8% |
| 3M | +21.7% | -11.1% | +32.8% | +32.3% |
| 6M | +10.4% | -4.4% | +14.7% | +12.9% |
| YTD | -2.5% | -14.1% | +11.6% | +7.7% |
| 1Y | +27.3% | -11.1% | +38.4% | +36.6% |
| 3Y | +153.5% | +75.6% | +78.0% | +57.1% |
| 5Y | +91.1% | +35.8% | +55.3% | +45.2% |
| All | +91.1% | +35.3% | +55.8% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling