+31.8%
BA vs EXPD
+304.0%
-272.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.7% |
| 7D | +1.1% | -7.2% | +8.2% | +4.9% |
| 30D | -7.9% | -3.3% | -4.7% | -6.6% |
| 3M | -25.3% | +3.4% | -28.7% | -27.0% |
| 6M | -24.6% | +22.7% | -47.3% | -33.0% |
| YTD | -20.1% | +24.5% | -44.7% | -31.2% |
| 1Y | -11.8% | +38.6% | -50.4% | -28.8% |
| 3Y | -10.1% | +71.5% | -81.6% | -38.9% |
| 5Y | -22.7% | +56.2% | -79.0% | -46.1% |
| All | +31.8% | +304.0% | -272.3% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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