+537.2%
EXPE vs BURL
+1,021.0%
-483.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +7.7% | +2.8% | +7.7% |
| 7D | +14.6% | +10.4% | +4.2% | +10.6% |
| 30D | +21.4% | -4.9% | +26.4% | +23.9% |
| 3M | +1.4% | -29.8% | +31.1% | +14.9% |
| 6M | +28.6% | -16.5% | +45.1% | +35.7% |
| YTD | +12.1% | -10.5% | +22.7% | +15.0% |
| 1Y | +50.0% | -5.3% | +55.3% | +49.6% |
| 3Y | +184.1% | +95.1% | +89.1% | +106.2% |
| 5Y | +103.3% | -12.1% | +115.3% | +88.9% |
| 10Y | +165.3% | +273.2% | -107.9% | +74.4% |
| All | +537.2% | +1,021.0% | -483.8% | +291.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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