+73.5%
BA vs EXPD
+315.7%
-242.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +1.2% | -1.1% | +2.3% | +1.8% |
| 30D | -11.6% | +4.1% | -15.7% | -13.5% |
| 3M | -2.4% | +17.9% | -20.3% | -11.0% |
| 6M | -6.6% | +29.2% | -35.9% | -19.4% |
| YTD | -2.2% | +27.4% | -29.6% | -16.4% |
| 1Y | -8.0% | +56.8% | -64.9% | -31.3% |
| 3Y | -5.0% | +68.0% | -73.0% | -34.3% |
| 5Y | -2.7% | +61.9% | -64.6% | -33.9% |
| All | +73.5% | +315.7% | -242.2% | -38.1% |
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