+641.7%
BE vs EXPD
+181.2%
+460.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.2% |
| 7D | -13.4% | -7.4% | -6.0% | -7.9% |
| 30D | -33.9% | -2.1% | -31.8% | -32.4% |
| 3M | -12.0% | +5.7% | -17.7% | -14.8% |
| 6M | -29.0% | +21.4% | -50.3% | -38.3% |
| YTD | +113.4% | +27.6% | +85.8% | +75.2% |
| 1Y | +33.2% | +36.1% | -2.9% | +4.4% |
| 3Y | +1,659.2% | +69.9% | +1,589.3% | +998.4% |
| 5Y | +461.4% | +59.7% | +401.7% | +266.5% |
| All | +641.7% | +181.2% | +460.4% | +174.4% |
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