+883.7%
BAH vs EXPD
+355.6%
+528.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | +2.0% | +4.1% | -2.1% | +0.5% |
| 3M | -7.6% | +17.9% | -25.5% | -12.9% |
| 6M | -5.7% | +29.2% | -34.9% | -14.0% |
| YTD | -11.7% | +27.4% | -39.1% | -19.5% |
| 1Y | -27.4% | +56.8% | -84.2% | -38.6% |
| 3Y | -32.5% | +68.0% | -100.6% | -45.2% |
| 5Y | -3.3% | +61.9% | -65.2% | -22.3% |
| 10Y | +186.0% | +316.0% | -130.0% | +58.0% |
| All | +883.7% | +355.6% | +528.1% | +394.1% |
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