-62.5%
BAX vs EXPD
+61.0%
-123.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.6% |
| 7D | +9.0% | -5.5% | +14.5% | +10.9% |
| 30D | +8.5% | -1.9% | +10.3% | +9.0% |
| 3M | -4.1% | +6.1% | -10.2% | -6.2% |
| 6M | +46.9% | +21.6% | +25.3% | +37.2% |
| YTD | +38.4% | +27.9% | +10.5% | +27.8% |
| 1Y | +47.0% | +39.4% | +7.6% | +32.5% |
| 3Y | -14.9% | +72.7% | -87.6% | -28.9% |
| 5Y | -62.5% | +60.3% | -122.8% | -68.4% |
| All | -62.5% | +61.0% | -123.5% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling