+774.3%
EXPE vs BR
+1,473.8%
-699.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -4.2% | -1.3% | -2.9% | -3.5% |
| 30D | -4.5% | +13.7% | -18.2% | -11.3% |
| 3M | -19.7% | +13.8% | -33.5% | -25.5% |
| 6M | +18.3% | +29.7% | -11.4% | +1.2% |
| YTD | -7.3% | -12.6% | +5.3% | -0.6% |
| 1Y | -3.9% | -12.4% | +8.5% | +2.9% |
| 3Y | +123.0% | +14.1% | +108.9% | +104.5% |
| 5Y | +47.9% | +18.7% | +29.3% | +30.9% |
| 10Y | +126.5% | +276.2% | -149.7% | +1.5% |
| All | +774.3% | +1,473.8% | -699.5% | +70.0% |
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 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