+737.9%
BE vs EXPD
+189.3%
+548.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.9% | +10.1% | +10.9% |
| 7D | +4.5% | -1.6% | +6.1% | +6.5% |
| 30D | -20.1% | +0.6% | -20.7% | -19.8% |
| 3M | -0.8% | +9.8% | -10.6% | -6.4% |
| 6M | -26.2% | +25.8% | -52.0% | -37.4% |
| YTD | +141.1% | +31.3% | +109.8% | +94.2% |
| 1Y | +64.8% | +40.9% | +23.9% | +26.2% |
| 3Y | +1,887.4% | +74.7% | +1,812.7% | +1,118.0% |
| 5Y | +518.1% | +62.9% | +455.2% | +298.7% |
| All | +737.9% | +189.3% | +548.6% | +204.3% |
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