+26.1%
EXPE vs BROS
-30.1%
+56.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | -11.5% | -6.6% | -4.9% | -9.6% |
| 30D | -13.1% | -12.3% | -0.7% | -9.4% |
| 3M | +18.1% | -22.2% | +40.3% | +25.9% |
| 6M | +13.3% | -14.3% | +27.5% | +14.8% |
| YTD | -3.2% | -26.6% | +23.3% | +3.0% |
| 1Y | +26.1% | -31.5% | +57.7% | +26.1% |
| All | +26.1% | -30.1% | +56.2% | +26.1% |
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