-4.6%
BROS vs EXPD
+60.3%
-64.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -2.2% |
| 7D | -20.4% | -1.6% | -18.8% | -19.4% |
| 30D | -6.1% | +0.6% | -6.7% | -5.9% |
| 3M | -29.4% | +9.8% | -39.2% | -32.2% |
| 6M | -31.5% | +25.8% | -57.3% | -38.4% |
| YTD | -42.8% | +31.3% | -74.1% | -50.4% |
| 1Y | -37.5% | +40.9% | -78.4% | -47.7% |
| 3Y | +27.2% | +74.7% | -47.6% | -8.3% |
| 5Y | -47.0% | +62.9% | -109.8% | -64.2% |
| All | -4.6% | +60.3% | -64.9% | -38.6% |
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