+898.2%
EXPE vs BR
+1,321.0%
-422.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | +0.3% |
| 7D | -9.5% | -5.3% | -4.3% | -6.7% |
| 30D | -6.6% | +6.4% | -13.1% | -10.1% |
| 3M | +31.4% | +13.6% | +17.7% | +21.7% |
| 6M | +35.2% | -6.7% | +41.9% | +39.8% |
| YTD | +5.8% | -21.1% | +26.9% | +20.3% |
| 1Y | +38.7% | -29.6% | +68.2% | +68.3% |
| 3Y | +175.8% | -2.4% | +178.2% | +176.1% |
| 5Y | +111.8% | +11.2% | +100.6% | +94.1% |
| 10Y | +179.7% | +191.8% | -12.1% | +44.4% |
| All | +898.2% | +1,321.0% | -422.8% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling