-7.9%
BROS vs EXPD
+52.1%
-60.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -1.2% |
| 7D | -21.2% | -7.2% | -14.1% | -18.0% |
| 30D | -11.6% | -3.3% | -8.3% | -9.6% |
| 3M | -36.7% | +3.4% | -40.1% | -37.4% |
| 6M | -42.8% | +22.7% | -65.5% | -48.0% |
| YTD | -44.8% | +24.5% | -69.4% | -50.9% |
| 1Y | -36.5% | +38.6% | -75.2% | -46.6% |
| 3Y | +27.0% | +71.5% | -44.5% | -8.0% |
| 5Y | -50.3% | +56.2% | -106.6% | -65.7% |
| All | -7.9% | +52.1% | -60.1% | -39.3% |
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