+675.5%
BE vs EXPD
+181.8%
+493.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.7% | +9.2% | +10.0% |
| 7D | -1.2% | -5.5% | +4.3% | +3.6% |
| 30D | -30.9% | -1.9% | -29.0% | -29.4% |
| 3M | -11.6% | +6.1% | -17.7% | -14.6% |
| 6M | -25.7% | +21.6% | -47.3% | -35.6% |
| YTD | +123.1% | +27.9% | +95.2% | +82.9% |
| 1Y | +43.4% | +39.4% | +4.0% | +10.4% |
| 3Y | +1,683.6% | +72.7% | +1,611.0% | +997.5% |
| 5Y | +465.4% | +60.3% | +405.1% | +268.0% |
| All | +675.5% | +181.8% | +493.7% | +186.5% |
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 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