-33.9%
BAX vs EXPD
+334.2%
-368.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.5% |
| 7D | +9.0% | -5.5% | +14.5% | +11.1% |
| 30D | +8.5% | -1.9% | +10.3% | +9.1% |
| 3M | -4.1% | +6.1% | -10.2% | -6.4% |
| 6M | +46.9% | +21.6% | +25.3% | +36.2% |
| YTD | +38.4% | +27.9% | +10.5% | +26.3% |
| 1Y | +47.0% | +39.4% | +7.6% | +30.3% |
| 3Y | -14.9% | +72.7% | -87.6% | -31.3% |
| 5Y | -62.5% | +60.3% | -122.8% | -69.4% |
| 10Y | -33.9% | +332.6% | -366.5% | -59.8% |
| All | -33.9% | +334.2% | -368.1% | -59.8% |
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