+91.4%
EXPE vs BRO
+17.6%
+73.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -5.8% | -7.3% | +1.5% | -2.0% |
| 30D | -13.6% | -6.9% | -6.8% | -10.3% |
| 3M | +25.2% | +10.7% | +14.5% | +19.7% |
| 6M | +22.3% | -2.7% | +25.0% | +23.8% |
| YTD | -0.3% | -16.3% | +16.0% | +8.1% |
| 1Y | +27.8% | -29.1% | +56.9% | +49.4% |
| 3Y | +162.4% | -7.8% | +170.3% | +162.1% |
| All | +91.4% | +17.6% | +73.7% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling