+692.1%
BX vs EXPD
+314.2%
+377.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | -4.4% | -1.1% | -3.2% | -3.7% |
| 30D | +0.1% | +4.1% | -4.0% | -2.5% |
| 3M | +16.0% | +17.9% | -1.9% | +4.5% |
| 6M | +21.6% | +29.2% | -7.6% | +2.5% |
| YTD | -8.9% | +27.4% | -36.3% | -23.7% |
| 1Y | -16.6% | +56.8% | -73.4% | -39.9% |
| 3Y | +43.3% | +68.0% | -24.7% | -2.9% |
| 5Y | +25.7% | +61.9% | -36.2% | -14.1% |
| All | +692.1% | +314.2% | +377.9% | +190.9% |
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 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