+7,500.8%
BNY vs EXPD
+31,843.0%
-24,342.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +3.9% | +5.5% | -1.7% | +2.1% |
| 30D | +11.9% | -0.8% | +12.7% | +12.2% |
| 3M | -5.0% | +4.1% | -9.2% | -6.4% |
| 6M | +14.6% | +25.7% | -11.1% | +6.1% |
| YTD | +34.5% | +31.4% | +3.1% | +21.9% |
| 1Y | +40.6% | +42.2% | -1.6% | +24.2% |
| 3Y | +261.7% | +77.2% | +184.5% | +193.1% |
| 5Y | +192.3% | +61.0% | +131.3% | +141.1% |
| 10Y | +324.0% | +334.8% | -10.8% | +154.3% |
| All | +7,500.8% | +31,843.0% | -24,342.2% | +2,668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling