+121.4%
BKR vs EXPD
+324.8%
-203.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.9% |
| 7D | -6.7% | +1.2% | -7.8% | -7.2% |
| 30D | -8.3% | +6.8% | -15.2% | -11.1% |
| 3M | -5.4% | +14.9% | -20.3% | -11.5% |
| 6M | +0.8% | +34.6% | -33.8% | -12.9% |
| YTD | +31.8% | +27.7% | +4.1% | +15.3% |
| 1Y | +28.6% | +57.7% | -29.1% | +0.2% |
| 3Y | +71.2% | +70.9% | +0.3% | +25.2% |
| 5Y | +179.2% | +59.5% | +119.8% | +105.1% |
| All | +121.4% | +324.8% | -203.3% | -2.4% |
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