+27,829.4%
BRO vs EXPD
+31,843.0%
-4,013.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | -0.3% | +5.5% | -5.8% | -1.3% |
| 30D | +11.3% | -0.8% | +12.1% | +11.3% |
| 3M | +0.7% | +4.1% | -3.4% | -0.2% |
| 6M | +32.9% | +25.7% | +7.2% | +27.2% |
| YTD | -8.8% | +31.4% | -40.2% | -14.0% |
| 1Y | -9.2% | +42.2% | -51.4% | -15.6% |
| 3Y | +0.1% | +77.2% | -77.1% | -11.6% |
| 5Y | +15.6% | +61.0% | -45.4% | +3.3% |
| 10Y | +300.2% | +334.8% | -34.6% | +200.2% |
| All | +27,829.4% | +31,843.0% | -4,013.5% | +14,242.1% |
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 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