-7.4%
BN vs EXPD
+39.4%
-46.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +4.3% | -7.4% | +11.7% | +5.0% |
| 30D | +14.3% | -2.1% | +16.4% | +14.3% |
| 3M | -4.1% | +5.7% | -9.8% | -4.8% |
| 6M | -9.7% | +21.4% | -31.0% | -11.2% |
| YTD | -7.1% | +27.6% | -34.8% | -12.5% |
| 1Y | -7.4% | +36.1% | -43.5% | -15.2% |
| All | -7.4% | +39.4% | -46.8% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling