+38.6%
EXPE vs BROS
-43.7%
+82.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.6% |
| 7D | -11.2% | -19.0% | +7.8% | -6.3% |
| 30D | -7.5% | -7.3% | -0.2% | -5.5% |
| 3M | -19.1% | -31.2% | +12.1% | -11.4% |
| 6M | +10.7% | -33.0% | +43.8% | +21.0% |
| YTD | -9.9% | -42.4% | +32.4% | +1.2% |
| 1Y | -4.6% | -37.7% | +33.1% | +5.1% |
| 3Y | +116.8% | +28.2% | +88.6% | +88.3% |
| 5Y | +38.6% | -43.4% | +81.9% | +34.3% |
| All | +38.6% | -43.7% | +82.3% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling