+278.5%
BLK vs EXPD
+316.4%
-37.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.8% |
| 7D | -2.7% | +1.2% | -3.8% | -3.3% |
| 30D | -4.8% | +5.2% | -10.0% | -7.4% |
| 3M | +6.5% | +13.2% | -6.7% | -1.0% |
| 6M | +13.2% | +30.3% | -17.2% | -3.6% |
| YTD | +1.8% | +27.0% | -25.2% | -13.0% |
| 1Y | -1.0% | +57.3% | -58.3% | -26.2% |
| 3Y | +66.0% | +70.0% | -4.0% | +14.9% |
| 5Y | +31.2% | +61.6% | -30.4% | -8.9% |
| 10Y | +278.5% | +321.1% | -42.6% | +42.9% |
| All | +278.5% | +316.4% | -37.9% | +42.9% |
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