-1.8%
BROS vs EXPD
+56.2%
-58.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.7% | +3.9% | +5.3% |
| 7D | -17.9% | -5.5% | -12.4% | -15.3% |
| 30D | -5.4% | -1.9% | -3.5% | -4.0% |
| 3M | -32.1% | +6.1% | -38.2% | -33.6% |
| 6M | -31.7% | +21.6% | -53.3% | -37.5% |
| YTD | -41.2% | +27.9% | -69.1% | -48.3% |
| 1Y | -32.6% | +39.4% | -72.0% | -43.3% |
| 3Y | +32.7% | +72.7% | -40.0% | -3.9% |
| 5Y | -44.2% | +60.3% | -104.5% | -62.0% |
| All | -1.8% | +56.2% | -58.0% | -36.0% |
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 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