+332.6%
EXPD vs BB
+33.0%
+299.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +2.2% |
| 7D | -5.5% | +15.0% | -20.4% | -6.8% |
| 30D | -1.9% | +3.5% | -5.4% | -2.5% |
| 3M | +6.1% | +2.7% | +3.4% | +5.2% |
| 6M | +21.6% | +44.7% | -23.1% | +15.4% |
| YTD | +27.9% | +143.3% | -115.4% | +14.7% |
| 1Y | +39.4% | +102.2% | -62.8% | +27.1% |
| 3Y | +72.7% | +156.1% | -83.5% | +48.5% |
| 5Y | +60.3% | -17.6% | +77.9% | +49.9% |
| 10Y | +332.6% | +29.0% | +303.6% | +239.4% |
| All | +332.6% | +33.0% | +299.5% | +239.4% |
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