+30.3%
BIL vs EXPD
+454.9%
-424.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | +0.3% | +4.1% | -3.7% | +0.3% |
| 3M | +0.9% | +17.9% | -17.0% | +1.0% |
| 6M | +1.8% | +29.2% | -27.4% | +1.9% |
| YTD | +2.4% | +27.4% | -24.9% | +2.5% |
| 1Y | +3.7% | +56.8% | -53.1% | +3.8% |
| 3Y | +14.2% | +68.0% | -53.9% | +14.2% |
| 5Y | +19.4% | +61.9% | -42.5% | +19.5% |
| 10Y | +25.2% | +316.0% | -290.8% | +25.5% |
| All | +30.3% | +454.9% | -424.5% | +30.8% |
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