+1,821.9%
BA vs EXPD
+30,859.1%
-29,037.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +1.2% | -1.1% | +2.3% | +1.5% |
| 30D | -11.6% | +4.1% | -15.7% | -12.6% |
| 3M | -2.4% | +17.9% | -20.3% | -6.9% |
| 6M | -6.6% | +29.2% | -35.9% | -13.3% |
| YTD | -2.2% | +27.4% | -29.6% | -9.5% |
| 1Y | -8.0% | +56.8% | -64.9% | -20.0% |
| 3Y | -5.0% | +68.0% | -73.0% | -19.6% |
| 5Y | -2.7% | +61.9% | -64.6% | -17.6% |
| 10Y | +75.9% | +316.0% | -240.1% | +18.6% |
| All | +1,821.9% | +30,859.1% | -29,037.2% | +681.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling