+323.0%
EXPD vs BB
+28.9%
+294.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -7.4% | +11.6% | -19.0% | -8.4% |
| 30D | -2.1% | +2.6% | -4.7% | -2.6% |
| 3M | +5.7% | +3.5% | +2.2% | +4.7% |
| 6M | +21.4% | +43.5% | -22.1% | +15.2% |
| YTD | +27.6% | +141.2% | -113.5% | +14.5% |
| 1Y | +36.1% | +97.4% | -61.3% | +24.4% |
| 3Y | +69.9% | +151.1% | -81.2% | +46.4% |
| 5Y | +59.7% | -12.8% | +72.5% | +48.6% |
| 10Y | +323.0% | +27.5% | +295.6% | +230.6% |
| All | +323.0% | +28.9% | +294.1% | +230.6% |
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