+61.0%
BEN vs EXPD
+337.7%
-276.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | -1.6% |
| 7D | +7.2% | -1.6% | +8.7% | +8.1% |
| 30D | +14.1% | +0.6% | +13.5% | +13.5% |
| 3M | +9.9% | +9.8% | +0.1% | +3.8% |
| 6M | +17.4% | +25.8% | -8.4% | +1.9% |
| YTD | +57.3% | +31.3% | +26.0% | +30.6% |
| 1Y | +66.9% | +40.9% | +26.0% | +32.4% |
| 3Y | +85.7% | +74.7% | +10.9% | +24.3% |
| 5Y | +31.2% | +62.9% | -31.6% | -9.6% |
| 10Y | +61.0% | +334.3% | -273.3% | -42.7% |
| All | +61.0% | +337.7% | -276.7% | -42.7% |
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