-8.8%
BN vs EXPD
+35.2%
-44.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.7% |
| 7D | +5.3% | -7.2% | +12.5% | +6.0% |
| 30D | +11.9% | -3.3% | +15.2% | +12.1% |
| 3M | -5.7% | +3.4% | -9.1% | -6.2% |
| 6M | -10.6% | +22.7% | -33.3% | -12.1% |
| YTD | -9.4% | +24.5% | -33.9% | -14.1% |
| 1Y | -8.8% | +38.6% | -47.4% | -17.8% |
| All | -8.8% | +35.2% | -44.0% | -17.8% |
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