+869.1%
BAX vs EXPD
+30,870.6%
-30,001.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -2.5% |
| 7D | +9.1% | -4.8% | +13.9% | +10.0% |
| 30D | +5.3% | -1.5% | +6.8% | +5.5% |
| 3M | -6.1% | +4.1% | -10.2% | -6.9% |
| 6M | +53.3% | +24.0% | +29.3% | +47.6% |
| YTD | +34.4% | +27.4% | +7.0% | +29.1% |
| 1Y | +43.2% | +38.4% | +4.8% | +35.7% |
| 3Y | -20.1% | +73.2% | -93.3% | -27.4% |
| 5Y | -63.7% | +59.9% | -123.6% | -66.9% |
| 10Y | -36.3% | +319.9% | -356.3% | -49.8% |
| All | +869.1% | +30,870.6% | -30,001.4% | +412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling