+27.6%
BX vs EXPD
+61.6%
-33.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.4% |
| 6M | +21.6% | +29.2% | -7.6% | +2.3% |
| YTD | -8.9% | +27.4% | -36.3% | -23.9% |
| 1Y | -16.6% | +56.8% | -73.4% | -40.9% |
| 3Y | +43.3% | +68.0% | -24.7% | -5.9% |
| All | +27.6% | +61.6% | -33.9% | -19.2% |
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