+846.1%
BX vs EXPD
+463.0%
+383.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.2% |
| 7D | +1.8% | -7.2% | +9.0% | +6.7% |
| 30D | +7.9% | -3.3% | +11.1% | +10.0% |
| 3M | -9.6% | +3.4% | -13.0% | -12.1% |
| 6M | -2.3% | +22.7% | -25.0% | -15.6% |
| YTD | -19.3% | +24.5% | -43.8% | -32.7% |
| 1Y | -13.2% | +38.6% | -51.9% | -33.0% |
| 3Y | +33.8% | +71.5% | -37.7% | -12.9% |
| 5Y | 0.0% | +56.2% | -56.2% | -30.8% |
| 10Y | +685.4% | +310.5% | +374.9% | +165.0% |
| All | +846.1% | +463.0% | +383.1% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling