+55.5%
BKR vs EXPD
+335.0%
-279.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +3.8% | +5.5% | -1.7% | +1.4% |
| 30D | -10.3% | -0.8% | -9.5% | -9.9% |
| 3M | -21.7% | +4.1% | -25.8% | -23.1% |
| 6M | -23.8% | +25.7% | -49.5% | -31.5% |
| YTD | +10.3% | +31.4% | -21.1% | -4.7% |
| 1Y | +5.7% | +42.2% | -36.5% | -12.3% |
| 3Y | +52.6% | +77.2% | -24.6% | +9.9% |
| 5Y | +127.1% | +61.0% | +66.1% | +67.7% |
| All | +55.5% | +335.0% | -279.5% | -28.5% |
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