+263.2%
BAC vs EXPD
+304.0%
-40.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.5% |
| 7D | -1.2% | -7.2% | +6.0% | +2.5% |
| 30D | -7.7% | -3.3% | -4.4% | -6.3% |
| 3M | -21.2% | +3.4% | -24.5% | -22.8% |
| 6M | -6.8% | +22.7% | -29.5% | -17.0% |
| YTD | -8.7% | +24.5% | -33.2% | -20.5% |
| 1Y | -5.3% | +38.6% | -43.9% | -22.4% |
| 3Y | +87.4% | +71.5% | +15.9% | +31.7% |
| 5Y | +18.9% | +56.2% | -37.3% | -14.1% |
| All | +263.2% | +304.0% | -40.8% | +32.3% |
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 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