+71.4%
BAC vs EXPD
+61.6%
+9.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +1.1% | -1.1% | +2.2% | +1.5% |
| 30D | -0.4% | +4.1% | -4.5% | -1.8% |
| 3M | +16.9% | +17.9% | -1.0% | +10.0% |
| 6M | +26.6% | +29.2% | -2.6% | +14.8% |
| YTD | +15.8% | +27.4% | -11.6% | +4.9% |
| 1Y | +27.2% | +56.8% | -29.7% | +5.6% |
| 3Y | +132.4% | +68.0% | +64.4% | +85.0% |
| All | +71.4% | +61.6% | +9.9% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling