+1,076.1%
BE vs EXPD
+61.6%
+1,014.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.8% |
| 7D | +20.0% | -1.1% | +21.1% | +20.9% |
| 30D | +7.9% | +4.1% | +3.8% | +5.5% |
| 3M | -13.2% | +17.9% | -31.1% | -22.1% |
| 6M | +53.5% | +29.2% | +24.2% | +28.7% |
| YTD | +191.0% | +27.4% | +163.7% | +142.8% |
| 1Y | +360.5% | +56.8% | +303.7% | +225.6% |
| 3Y | +1,568.0% | +68.0% | +1,500.0% | +976.8% |
| All | +1,076.1% | +61.6% | +1,014.6% | +610.4% |
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 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