+208.8%
BAH vs EXPD
+334.2%
-125.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.7% |
| 7D | -1.5% | -5.5% | +4.0% | +0.3% |
| 30D | +17.3% | -1.9% | +19.1% | +17.9% |
| 3M | +14.9% | +6.1% | +8.8% | +12.2% |
| 6M | +14.2% | +21.6% | -7.4% | +6.3% |
| YTD | +5.1% | +27.9% | -22.8% | -4.7% |
| 1Y | +2.1% | +39.4% | -37.3% | -10.3% |
| 3Y | -26.0% | +72.7% | -98.6% | -41.0% |
| 5Y | +9.0% | +60.3% | -51.3% | -12.4% |
| 10Y | +208.8% | +332.6% | -123.8% | +61.2% |
| All | +208.8% | +334.2% | -125.4% | +61.2% |
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