+162.4%
EXPE vs BRO
-7.6%
+170.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -5.8% | -7.3% | +1.5% | -2.5% |
| 30D | -13.6% | -6.9% | -6.8% | -10.7% |
| 3M | +25.2% | +10.7% | +14.5% | +21.2% |
| 6M | +22.3% | -2.7% | +25.0% | +23.7% |
| YTD | -0.3% | -16.3% | +16.0% | +6.1% |
| 1Y | +27.8% | -29.1% | +56.9% | +43.2% |
| 3Y | +162.4% | -7.8% | +170.3% | +188.3% |
| All | +162.4% | -7.6% | +170.1% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling