+27.8%
EXPE vs BR
-31.7%
+59.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -5.8% | -3.0% | -2.8% | -3.8% |
| 30D | -13.6% | -0.3% | -13.3% | -13.4% |
| 3M | +25.2% | +17.3% | +7.9% | +11.8% |
| 6M | +22.3% | -6.7% | +29.0% | +28.7% |
| YTD | -0.3% | -23.4% | +23.1% | +28.2% |
| 1Y | +27.8% | -32.7% | +60.5% | +61.2% |
| All | +27.8% | -31.7% | +59.5% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling