+313.8%
EXPD vs BB
-0.1%
+314.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | -5.6% | +4.5% | -0.6% |
| 30D | +4.1% | -11.8% | +15.9% | +5.2% |
| 3M | +17.9% | -25.5% | +43.4% | +20.4% |
| 6M | +29.2% | +121.3% | -92.0% | +17.4% |
| YTD | +27.4% | +103.2% | -75.8% | +16.7% |
| 1Y | +56.8% | +102.6% | -45.8% | +43.1% |
| 3Y | +68.0% | +37.5% | +30.5% | +54.2% |
| 5Y | +61.9% | -30.4% | +92.3% | +54.1% |
| All | +313.8% | -0.1% | +314.0% | +228.9% |
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