+301.7%
EXPD vs BB
+23.8%
+277.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.7% |
| 7D | -7.2% | +3.8% | -11.0% | -7.5% |
| 30D | -3.3% | -0.3% | -2.9% | -3.5% |
| 3M | +3.4% | -0.5% | +3.8% | +2.8% |
| 6M | +22.7% | +45.9% | -23.2% | +16.3% |
| YTD | +24.5% | +130.6% | -106.1% | +12.2% |
| 1Y | +38.6% | +89.2% | -50.5% | +27.2% |
| 3Y | +71.5% | +137.5% | -66.0% | +48.6% |
| 5Y | +56.2% | -20.9% | +77.2% | +46.7% |
| All | +301.7% | +23.8% | +277.9% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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