+88.3%
EXPE vs BR
+7.6%
+80.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.7% |
| 3M | +18.1% | +13.5% | +4.7% | +8.6% |
| 6M | +13.3% | -9.4% | +22.7% | +19.9% |
| YTD | -3.2% | -23.3% | +20.1% | +14.1% |
| 1Y | +26.1% | -31.6% | +57.8% | +60.1% |
| 3Y | +151.7% | -5.1% | +156.8% | +158.2% |
| 5Y | +88.3% | +8.2% | +80.2% | +63.0% |
| All | +88.3% | +7.6% | +80.7% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling