+1,106.9%
BAH vs EXPD
+355.8%
+751.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.6% | +2.7% |
| 7D | +6.0% | -4.8% | +10.8% | +7.7% |
| 30D | +31.1% | -1.5% | +32.6% | +31.6% |
| 3M | +25.2% | +4.1% | +21.0% | +23.1% |
| 6M | +18.9% | +24.0% | -5.1% | +10.1% |
| YTD | +8.3% | +27.4% | -19.1% | -1.5% |
| 1Y | +6.2% | +38.4% | -32.2% | -6.1% |
| 3Y | -22.8% | +73.2% | -96.0% | -38.0% |
| 5Y | +13.6% | +59.9% | -46.3% | -8.2% |
| 10Y | +240.2% | +319.9% | -79.7% | +87.1% |
| All | +1,106.9% | +355.8% | +751.1% | +504.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling