+289.2%
BN vs EXPD
+329.8%
-40.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +4.3% | -7.4% | +11.7% | +8.3% |
| 30D | +14.3% | -2.1% | +16.4% | +15.3% |
| 3M | -4.1% | +5.7% | -9.8% | -7.1% |
| 6M | -9.7% | +21.4% | -31.0% | -18.8% |
| YTD | -7.1% | +27.6% | -34.8% | -20.4% |
| 1Y | -7.4% | +36.1% | -43.5% | -23.5% |
| 3Y | +102.3% | +69.9% | +32.5% | +43.9% |
| 5Y | +35.9% | +59.7% | -23.7% | -1.5% |
| 10Y | +289.2% | +323.0% | -33.9% | +82.0% |
| All | +289.2% | +329.8% | -40.7% | +82.0% |
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