+855.0%
EXPE vs BN
+1,554.7%
-699.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -9.5% | -2.5% | -7.1% | -8.0% |
| 30D | -6.6% | -9.5% | +2.9% | -0.2% |
| 3M | +31.4% | -10.4% | +41.8% | +41.1% |
| 6M | +35.2% | -6.4% | +41.5% | +39.8% |
| YTD | +5.8% | -11.9% | +17.7% | +14.0% |
| 1Y | +38.7% | -8.6% | +47.3% | +45.5% |
| 3Y | +175.8% | +77.6% | +98.2% | +80.8% |
| 5Y | +111.8% | +37.0% | +74.8% | +64.4% |
| 10Y | +179.7% | +266.4% | -86.7% | +15.1% |
| All | +855.0% | +1,554.7% | -699.7% | +85.2% |
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 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