+219.6%
BAH vs EXPD
+304.0%
-84.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.2% | -3.7% |
| 7D | -3.5% | -7.2% | +3.6% | -1.2% |
| 30D | +24.3% | -3.3% | +27.5% | +25.5% |
| 3M | +16.3% | +3.4% | +12.9% | +14.7% |
| 6M | +13.6% | +22.7% | -9.1% | +5.4% |
| YTD | +3.5% | +24.5% | -21.0% | -5.3% |
| 1Y | +2.7% | +38.6% | -36.0% | -9.5% |
| 3Y | -26.6% | +71.5% | -98.1% | -41.2% |
| 5Y | +8.5% | +56.2% | -47.7% | -11.9% |
| All | +219.6% | +304.0% | -84.4% | +71.7% |
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 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