-37.7%
BROS vs EXPD
+39.4%
-77.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -19.0% | -7.4% | -11.6% | -16.7% |
| 30D | -7.3% | -2.1% | -5.2% | -6.0% |
| 3M | -31.2% | +5.7% | -36.9% | -31.6% |
| 6M | -33.0% | +21.4% | -54.4% | -35.4% |
| YTD | -42.4% | +27.6% | -70.0% | -47.2% |
| 1Y | -37.7% | +36.1% | -73.9% | -46.9% |
| All | -37.7% | +39.4% | -77.1% | -46.9% |
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