+38.3%
BN vs EXPD
+61.6%
-23.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -2.5% | -1.1% | -1.3% | -1.9% |
| 30D | -9.5% | +4.1% | -13.6% | -11.2% |
| 3M | -10.4% | +17.9% | -28.3% | -17.2% |
| 6M | -6.4% | +29.2% | -35.6% | -17.6% |
| YTD | -11.9% | +27.4% | -39.2% | -23.1% |
| 1Y | -8.6% | +56.8% | -65.4% | -29.6% |
| 3Y | +77.6% | +68.0% | +9.5% | +29.0% |
| All | +38.3% | +61.6% | -23.3% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling