+285.2%
BRO vs EXPD
+332.1%
-46.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -7.3% | +2.0% | -9.3% | -7.9% |
| 30D | -6.9% | +4.4% | -11.3% | -8.2% |
| 3M | +10.7% | +15.7% | -5.1% | +5.1% |
| 6M | -2.7% | +37.5% | -40.2% | -13.2% |
| YTD | -16.3% | +29.9% | -46.2% | -24.7% |
| 1Y | -29.1% | +57.8% | -86.9% | -41.0% |
| 3Y | -7.8% | +71.6% | -79.5% | -27.7% |
| 5Y | +18.7% | +62.2% | -43.5% | -6.8% |
| All | +285.2% | +332.1% | -46.9% | +92.9% |
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