+251.7%
BAC vs EXPD
+334.2%
-82.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +0.9% |
| 7D | +2.0% | -5.5% | +7.4% | +4.8% |
| 30D | -6.9% | -1.9% | -5.1% | -6.2% |
| 3M | -19.6% | +6.1% | -25.7% | -22.3% |
| 6M | -0.5% | +21.6% | -22.1% | -10.8% |
| YTD | -6.6% | +27.9% | -34.5% | -19.8% |
| 1Y | -3.0% | +39.4% | -42.4% | -20.7% |
| 3Y | +97.3% | +72.7% | +24.6% | +38.2% |
| 5Y | +21.9% | +60.3% | -38.4% | -13.3% |
| 10Y | +251.7% | +332.6% | -80.9% | +8.8% |
| All | +251.7% | +334.2% | -82.5% | +8.8% |
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