+285.2%
BN vs EXPD
+334.2%
-48.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +2.5% |
| 7D | +3.6% | -5.5% | +9.1% | +6.4% |
| 30D | +15.9% | -1.9% | +17.7% | +16.7% |
| 3M | -2.3% | +6.1% | -8.4% | -5.6% |
| 6M | -8.4% | +21.6% | -30.0% | -17.8% |
| YTD | -5.9% | +27.9% | -33.8% | -19.4% |
| 1Y | -5.6% | +39.4% | -45.0% | -23.0% |
| 3Y | +104.2% | +72.7% | +31.6% | +44.0% |
| 5Y | +35.5% | +60.3% | -24.8% | -2.0% |
| 10Y | +285.2% | +332.6% | -47.4% | +85.0% |
| All | +285.2% | +334.2% | -48.9% | +85.0% |
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