+53.6%
BEN vs EXPD
+335.0%
-281.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.7% |
| 7D | +6.8% | +5.5% | +1.3% | +3.6% |
| 30D | +18.0% | -0.8% | +18.8% | +18.3% |
| 3M | +7.5% | +4.1% | +3.3% | +4.7% |
| 6M | +14.7% | +25.7% | -11.0% | -0.3% |
| YTD | +56.1% | +31.4% | +24.7% | +29.5% |
| 1Y | +69.6% | +42.2% | +27.4% | +33.7% |
| 3Y | +87.7% | +77.2% | +10.5% | +24.5% |
| 5Y | +28.6% | +61.0% | -32.4% | -10.7% |
| All | +53.6% | +335.0% | -281.4% | -43.0% |
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