+19.7%
BAC vs EXPD
+52.5%
-32.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.8% | -2.1% |
| 7D | -2.7% | -4.8% | +2.1% | -1.1% |
| 30D | -8.0% | -1.5% | -6.5% | -7.6% |
| 3M | -20.9% | +4.1% | -25.0% | -22.3% |
| 6M | -5.4% | +24.0% | -29.4% | -12.9% |
| YTD | -8.1% | +27.4% | -35.5% | -17.1% |
| 1Y | -3.1% | +38.4% | -41.5% | -15.5% |
| 3Y | +88.1% | +73.2% | +14.9% | +46.6% |
| 5Y | +19.7% | +59.9% | -40.1% | -11.3% |
| All | +19.7% | +52.5% | -32.8% | -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 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