-2.1%
BROS vs EXPD
+60.5%
-62.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.7% |
| 7D | +6.3% | +5.5% | +0.8% | +3.5% |
| 30D | -8.3% | -0.8% | -7.5% | -7.6% |
| 3M | -29.8% | +4.1% | -33.9% | -30.9% |
| 6M | -25.8% | +25.7% | -51.5% | -33.2% |
| YTD | -41.4% | +31.4% | -72.8% | -49.2% |
| 1Y | -35.2% | +42.2% | -77.3% | -46.1% |
| 3Y | +32.8% | +77.2% | -44.4% | -5.1% |
| 5Y | -42.2% | +61.0% | -103.2% | -60.7% |
| All | -2.1% | +60.5% | -62.6% | -37.1% |
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