+78.1%
BHP vs EXPD
+68.7%
+9.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -2.9% | -1.1% | -1.8% | -2.6% |
| 30D | +3.4% | +4.1% | -0.7% | +2.2% |
| 3M | +4.1% | +17.9% | -13.8% | -0.8% |
| 6M | +20.6% | +29.2% | -8.6% | +11.6% |
| YTD | +56.1% | +27.4% | +28.7% | +44.0% |
| 1Y | +69.6% | +56.8% | +12.8% | +44.7% |
| All | +78.1% | +68.7% | +9.4% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling