+50.0%
EXPE vs BROS
-18.6%
+68.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.9% | +9.6% | +10.2% |
| 7D | +14.6% | +2.5% | +12.2% | +13.7% |
| 30D | +21.4% | +15.1% | +6.3% | +15.9% |
| 3M | +1.4% | -31.4% | +32.8% | +13.3% |
| 6M | +28.6% | -22.6% | +51.2% | +36.0% |
| YTD | +12.1% | -28.1% | +40.3% | +20.7% |
| 1Y | +50.0% | -20.3% | +70.3% | +52.7% |
| All | +50.0% | -18.6% | +68.6% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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