+160.0%
EXPE vs BRO
+294.2%
-134.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -5.8% | -7.3% | +1.5% | -1.5% |
| 30D | -13.6% | -6.9% | -6.8% | -9.8% |
| 3M | +25.2% | +10.7% | +14.5% | +18.4% |
| 6M | +22.3% | -2.7% | +25.0% | +23.7% |
| YTD | -0.3% | -16.3% | +16.0% | +9.4% |
| 1Y | +27.8% | -29.1% | +56.9% | +53.4% |
| 3Y | +162.4% | -7.8% | +170.3% | +161.2% |
| 5Y | +95.8% | +18.7% | +77.1% | +60.5% |
| All | +160.0% | +294.2% | -134.2% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling