-36.8%
BAX vs EXPD
+304.0%
-340.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | +12.1% | -7.2% | +19.3% | +15.0% |
| 30D | +7.6% | -3.3% | +10.9% | +8.7% |
| 3M | -4.5% | +3.4% | -7.9% | -6.0% |
| 6M | +52.0% | +22.7% | +29.3% | +40.5% |
| YTD | +35.1% | +24.5% | +10.6% | +24.5% |
| 1Y | +43.7% | +38.6% | +5.1% | +27.7% |
| 3Y | -20.9% | +71.5% | -92.4% | -35.9% |
| 5Y | -63.5% | +56.2% | -119.8% | -70.0% |
| All | -36.8% | +304.0% | -340.9% | -62.1% |
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 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