+290.2%
BN vs EXPD
+335.0%
-44.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -1.0% | +5.5% | -6.5% | -3.6% |
| 30D | +14.0% | -0.8% | +14.8% | +14.2% |
| 3M | -9.0% | +4.1% | -13.2% | -11.2% |
| 6M | -8.8% | +25.7% | -34.5% | -19.5% |
| YTD | -10.3% | +31.4% | -41.7% | -24.2% |
| 1Y | -5.8% | +42.2% | -48.0% | -24.0% |
| 3Y | +94.8% | +77.2% | +17.6% | +35.4% |
| 5Y | +31.5% | +61.0% | -29.5% | -5.1% |
| All | +290.2% | +335.0% | -44.8% | +80.6% |
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