+710.1%
BX vs EXPD
+334.2%
+376.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +2.2% |
| 7D | +3.3% | -5.5% | +8.7% | +6.7% |
| 30D | +9.6% | -1.9% | +11.5% | +10.6% |
| 3M | -8.7% | +6.1% | -14.8% | -12.4% |
| 6M | +2.2% | +21.6% | -19.4% | -10.2% |
| YTD | -16.2% | +27.9% | -44.1% | -30.3% |
| 1Y | -11.5% | +39.4% | -50.9% | -30.7% |
| 3Y | +41.0% | +72.7% | -31.7% | -6.7% |
| 5Y | +1.1% | +60.3% | -59.2% | -30.7% |
| 10Y | +710.1% | +332.6% | +377.5% | +143.1% |
| All | +710.1% | +334.2% | +376.0% | +143.1% |
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