+38.7%
EXPE vs BRO
-24.4%
+63.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.0% |
| 7D | -9.5% | -2.6% | -7.0% | -8.4% |
| 30D | -6.6% | +0.9% | -7.5% | -6.9% |
| 3M | +31.4% | +24.8% | +6.6% | +21.0% |
| 6M | +35.2% | -0.1% | +35.3% | +34.2% |
| YTD | +5.8% | -9.7% | +15.5% | +8.1% |
| 1Y | +38.7% | -24.5% | +63.2% | +40.7% |
| All | +38.7% | -24.4% | +63.1% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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