+1.2%
BBY vs EXPD
+60.9%
-59.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | +8.1% | -0.9% | +9.0% | +8.7% |
| 30D | +8.9% | +4.1% | +4.9% | +6.3% |
| 3M | +22.0% | +13.8% | +8.3% | +12.8% |
| 6M | +37.8% | +27.3% | +10.5% | +18.3% |
| YTD | +37.3% | +25.4% | +11.9% | +17.4% |
| 1Y | +21.6% | +54.4% | -32.8% | -10.2% |
| 3Y | +41.5% | +67.9% | -26.4% | -1.6% |
| 5Y | +1.2% | +59.2% | -57.9% | -30.9% |
| All | +1.2% | +60.9% | -59.7% | -30.9% |
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