+154.8%
EXPE vs BR
-5.1%
+159.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -11.5% | -5.0% | -6.5% | -8.5% |
| 30D | -13.1% | -2.5% | -10.6% | -11.6% |
| 3M | +18.1% | +13.5% | +4.7% | +8.5% |
| 6M | +13.3% | -9.4% | +22.7% | +20.1% |
| YTD | -3.2% | -23.3% | +20.1% | +14.8% |
| 1Y | +26.1% | -31.6% | +57.8% | +60.7% |
| All | +154.8% | -5.1% | +159.9% | +179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling