+4,195.4%
EXPD vs BB
+290.1%
+3,905.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | 0.0% | -4.0% |
| 7D | -4.8% | -8.9% | +4.1% | -3.9% |
| 30D | -1.5% | -12.6% | +11.1% | -0.4% |
| 3M | +4.1% | -4.1% | +8.2% | +3.9% |
| 6M | +24.0% | +49.5% | -25.4% | +16.3% |
| YTD | +27.4% | +120.8% | -93.4% | +13.9% |
| 1Y | +38.4% | +76.2% | -37.8% | +26.6% |
| 3Y | +73.2% | +123.8% | -50.6% | +48.8% |
| 5Y | +59.9% | -24.3% | +84.1% | +51.0% |
| 10Y | +319.9% | +20.1% | +299.8% | +233.3% |
| All | +4,195.4% | +290.1% | +3,905.4% | +2,872.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling