+332.6%
EXPD vs BG
+95.6%
+236.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.3% |
| 7D | -5.5% | +7.4% | -12.9% | -6.9% |
| 30D | -1.9% | -1.5% | -0.4% | -1.7% |
| 3M | +6.1% | -6.1% | +12.1% | +7.1% |
| 6M | +21.6% | -18.0% | +39.6% | +26.0% |
| YTD | +27.9% | +15.6% | +12.2% | +22.5% |
| 1Y | +39.4% | +9.6% | +29.8% | +35.0% |
| 3Y | +72.7% | +6.3% | +66.4% | +65.6% |
| 5Y | +60.3% | +24.6% | +35.7% | +45.0% |
| 10Y | +332.6% | +98.1% | +234.4% | +219.5% |
| All | +332.6% | +95.6% | +236.9% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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