+125.4%
EXPE vs BUD
-4.5%
+129.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.7% |
| 7D | -17.8% | +0.5% | -18.2% | -18.2% |
| 30D | -3.2% | +7.4% | -10.6% | -7.1% |
| 3M | -19.0% | +4.3% | -23.3% | -20.9% |
| 6M | +17.7% | +5.3% | +12.4% | +13.9% |
| YTD | -7.8% | +33.2% | -41.0% | -23.7% |
| 1Y | -1.4% | +31.8% | -33.1% | -17.7% |
| 3Y | +121.9% | +47.8% | +74.2% | +65.1% |
| 5Y | +44.3% | +50.2% | -5.9% | +4.0% |
| 10Y | +125.4% | -4.8% | +130.2% | +63.8% |
| All | +125.4% | -4.5% | +129.9% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling