+593.0%
BE vs EXPD
+174.4%
+418.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.6% | -6.9% | -8.8% |
| 7D | -14.7% | -7.2% | -7.6% | -9.5% |
| 30D | -40.5% | -3.3% | -37.3% | -38.8% |
| 3M | -24.3% | +3.4% | -27.7% | -25.7% |
| 6M | -39.3% | +22.7% | -62.0% | -47.8% |
| YTD | +99.4% | +24.5% | +74.8% | +66.4% |
| 1Y | +26.6% | +38.6% | -12.1% | -2.4% |
| 3Y | +1,616.9% | +71.5% | +1,545.4% | +957.0% |
| 5Y | +441.4% | +56.2% | +385.1% | +258.5% |
| All | +593.0% | +174.4% | +418.5% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling