+317.8%
EXPD vs BG
+171.4%
+146.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | +1.2% | +3.7% | -2.6% | +0.4% |
| 30D | +6.8% | +12.3% | -5.5% | +4.2% |
| 3M | +14.9% | -2.2% | +17.2% | +15.1% |
| 6M | +34.6% | +5.3% | +29.3% | +32.4% |
| YTD | +27.7% | +42.4% | -14.7% | +17.5% |
| 1Y | +57.7% | +55.2% | +2.5% | +41.9% |
| 3Y | +70.9% | +21.0% | +49.9% | +60.1% |
| 5Y | +59.5% | +87.1% | -27.7% | +32.2% |
| All | +317.8% | +171.4% | +146.4% | +199.2% |
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