+730.4%
EXPE vs BN
+1,667.1%
-936.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.9% | -2.6% |
| 7D | -13.3% | +3.6% | -17.0% | -15.0% |
| 30D | -5.5% | +15.9% | -21.3% | -13.9% |
| 3M | -16.5% | -2.3% | -14.1% | -14.7% |
| 6M | +13.1% | -8.4% | +21.5% | +20.0% |
| YTD | -8.0% | -5.9% | -2.1% | -4.6% |
| 1Y | +1.1% | -5.6% | +6.7% | +4.5% |
| 3Y | +131.2% | +104.2% | +26.9% | +39.4% |
| 5Y | +39.8% | +35.5% | +4.3% | +10.0% |
| 10Y | +118.5% | +285.2% | -166.8% | -12.6% |
| All | +730.4% | +1,667.1% | -936.7% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling