-34.4%
BAX vs EXPD
+315.7%
-350.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -1.1% | -1.1% | 0.0% | -0.7% |
| 30D | -5.5% | +4.1% | -9.5% | -6.9% |
| 3M | +33.5% | +17.9% | +15.6% | +25.6% |
| 6M | +35.9% | +29.2% | +6.6% | +23.2% |
| YTD | +35.4% | +27.4% | +8.0% | +24.1% |
| 1Y | +9.8% | +56.8% | -47.1% | -6.7% |
| 3Y | -32.7% | +68.0% | -100.8% | -45.0% |
| 5Y | -65.6% | +61.9% | -127.4% | -72.1% |
| All | -34.4% | +315.7% | -350.1% | -61.5% |
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