-63.9%
BAX vs EXPD
+55.6%
-119.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.2% |
| 7D | +12.1% | -7.2% | +19.3% | +14.7% |
| 30D | +7.6% | -3.3% | +10.9% | +8.6% |
| 3M | -4.5% | +3.4% | -7.9% | -5.8% |
| 6M | +52.0% | +22.7% | +29.3% | +41.4% |
| YTD | +35.1% | +24.5% | +10.6% | +25.8% |
| 1Y | +43.7% | +38.6% | +5.1% | +29.9% |
| 3Y | -20.9% | +71.5% | -92.4% | -33.7% |
| All | -63.9% | +55.6% | -119.4% | -69.3% |
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