+10.6%
BDX vs EXPD
+68.8%
-58.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | +7.1% | -7.2% | +14.2% | +8.5% |
| 30D | +17.6% | -3.3% | +20.9% | +18.1% |
| 3M | +20.4% | +3.4% | +17.0% | +19.2% |
| 6M | +48.3% | +22.7% | +25.6% | +41.5% |
| YTD | +41.6% | +24.5% | +17.0% | +33.8% |
| 1Y | +55.7% | +38.6% | +17.1% | +43.2% |
| 3Y | +10.6% | +71.5% | -60.9% | -2.8% |
| All | +10.6% | +68.8% | -58.2% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling