+185.7%
EXPE vs BROS
+80.7%
+105.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -9.5% | -6.7% | -2.9% | -8.2% |
| 30D | -6.6% | -29.1% | +22.4% | -0.1% |
| 3M | +31.4% | -16.7% | +48.1% | +35.6% |
| 6M | +35.2% | -11.6% | +46.8% | +37.0% |
| YTD | +5.8% | -23.9% | +29.7% | +10.2% |
| 1Y | +38.7% | -34.8% | +73.5% | +47.4% |
| All | +185.7% | +80.7% | +105.0% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling