+160.0%
EXPE vs BR
+189.7%
-29.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -5.8% | -3.0% | -2.8% | -4.0% |
| 30D | -13.6% | -0.3% | -13.3% | -13.4% |
| 3M | +25.2% | +17.3% | +7.9% | +13.6% |
| 6M | +22.3% | -6.7% | +29.0% | +26.7% |
| YTD | -0.3% | -23.4% | +23.1% | +15.9% |
| 1Y | +27.8% | -32.7% | +60.5% | +60.2% |
| 3Y | +162.4% | -5.9% | +168.4% | +169.6% |
| 5Y | +95.8% | +8.4% | +87.4% | +81.6% |
| All | +160.0% | +189.7% | -29.6% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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