+84.0%
EXPE vs BROS
+41.2%
+42.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.5% | -6.4% | -7.6% |
| 7D | -9.8% | -0.9% | -8.8% | -9.6% |
| 30D | -11.5% | -13.5% | +1.9% | -8.9% |
| 3M | +21.7% | -18.4% | +40.1% | +26.1% |
| 6M | +10.4% | -10.6% | +21.0% | +11.6% |
| YTD | -2.5% | -25.1% | +22.5% | +1.9% |
| 1Y | +27.3% | -28.6% | +56.0% | +33.9% |
| 3Y | +153.5% | +65.6% | +87.9% | +117.4% |
| All | +84.0% | +41.2% | +42.8% | +67.8% |
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