-20.3%
BROS vs EXPD
+53.8%
-74.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +1.8% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | +15.1% | +1.8% | +13.2% | +14.4% |
| 3M | -31.4% | +8.9% | -40.3% | -33.1% |
| 6M | -22.6% | +42.2% | -64.8% | -29.8% |
| YTD | -28.1% | +33.4% | -61.5% | -36.6% |
| 1Y | -20.3% | +47.2% | -67.4% | -39.0% |
| All | -20.3% | +53.8% | -74.1% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling