+239.8%
BBY vs EXPD
+316.4%
-76.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -2.2% |
| 7D | +1.2% | +1.2% | 0.0% | +0.5% |
| 30D | +6.8% | +5.2% | +1.6% | +3.3% |
| 3M | +18.7% | +13.2% | +5.5% | +9.4% |
| 6M | +37.3% | +30.3% | +7.0% | +14.7% |
| YTD | +35.3% | +27.0% | +8.3% | +13.4% |
| 1Y | +20.7% | +57.3% | -36.6% | -13.2% |
| 3Y | +39.4% | +70.0% | -30.6% | -5.3% |
| 5Y | -1.5% | +61.6% | -63.1% | -32.3% |
| 10Y | +239.8% | +321.1% | -81.3% | +36.0% |
| All | +239.8% | +316.4% | -76.6% | +36.0% |
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 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