+406.5%
BNY vs EXPD
+324.8%
+81.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -1.1% | +1.2% | -2.2% | -1.6% |
| 30D | +1.4% | +6.8% | -5.4% | -1.5% |
| 3M | +16.8% | +14.9% | +1.9% | +9.6% |
| 6M | +42.0% | +34.6% | +7.4% | +23.7% |
| YTD | +41.9% | +27.7% | +14.2% | +25.7% |
| 1Y | +59.2% | +57.7% | +1.5% | +27.2% |
| 3Y | +290.9% | +70.9% | +220.0% | +192.9% |
| 5Y | +259.0% | +59.5% | +199.6% | +170.8% |
| All | +406.5% | +324.8% | +81.7% | +124.1% |
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 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