+99.7%
EXPE vs BROS
+43.3%
+56.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | +31.4% | -16.7% | +48.1% | +35.5% |
| 6M | +35.2% | -11.6% | +46.8% | +37.0% |
| YTD | +5.8% | -23.9% | +29.7% | +10.3% |
| 1Y | +38.7% | -34.8% | +73.5% | +48.2% |
| 3Y | +175.8% | +62.1% | +113.7% | +137.4% |
| All | +99.7% | +43.3% | +56.4% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling