-2.8%
EXPE vs BR
-11.4%
+8.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -0.5% | +1.1% | -1.6% | -1.2% |
| 30D | -6.1% | +14.4% | -20.5% | -13.8% |
| 3M | -21.3% | +12.4% | -33.7% | -27.0% |
| 6M | +19.0% | +35.4% | -16.4% | -3.1% |
| YTD | -8.4% | -12.2% | +3.7% | +2.9% |
| 1Y | -2.8% | -12.7% | +10.0% | +9.0% |
| All | -2.8% | -11.4% | +8.6% | +9.0% |
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