-0.1%
BBY vs EXPD
+62.8%
-62.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.8% | -0.6% |
| 7D | +3.7% | -1.6% | +5.3% | +4.6% |
| 30D | +20.9% | +0.6% | +20.3% | +20.1% |
| 3M | +27.6% | +9.8% | +17.8% | +20.2% |
| 6M | +86.9% | +25.8% | +61.1% | +61.6% |
| YTD | +63.3% | +31.3% | +32.1% | +35.1% |
| 1Y | +42.6% | +40.9% | +1.6% | +12.4% |
| 3Y | +89.8% | +74.7% | +15.1% | +27.4% |
| 5Y | -0.1% | +62.9% | -62.9% | -34.5% |
| All | -0.1% | +62.8% | -62.9% | -34.5% |
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