-30.0%
BAX vs EXPD
+68.7%
-98.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +25.3% |
| 6M | +35.9% | +29.2% | +6.6% | +22.7% |
| YTD | +35.4% | +27.4% | +8.0% | +24.4% |
| 1Y | +9.8% | +56.8% | -47.1% | -5.2% |
| All | -30.0% | +68.7% | -98.7% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling