-3.5%
BAC vs EXPD
+40.0%
-43.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.6% |
| 7D | -1.9% | -1.6% | -0.3% | -1.6% |
| 30D | -7.2% | +0.6% | -7.8% | -7.4% |
| 3M | -20.4% | +9.8% | -30.2% | -22.1% |
| 6M | +1.3% | +25.8% | -24.5% | -3.8% |
| YTD | -6.4% | +31.3% | -37.7% | -12.7% |
| 1Y | -3.5% | +40.9% | -44.4% | -11.3% |
| All | -3.5% | +40.0% | -43.6% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling