+0.4%
BX vs EXPD
+60.9%
-60.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +0.6% | +5.5% | -4.9% | -2.7% |
| 30D | +14.2% | -0.8% | +15.0% | +14.5% |
| 3M | -18.7% | +4.1% | -22.9% | -21.1% |
| 6M | +2.5% | +25.7% | -23.2% | -12.0% |
| YTD | -18.8% | +31.4% | -50.2% | -33.9% |
| 1Y | -10.3% | +42.2% | -52.5% | -31.3% |
| 3Y | +35.4% | +77.2% | -41.8% | -15.4% |
| All | +0.4% | +60.9% | -60.5% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling