+328.6%
EXPD vs BG
+107.5%
+221.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.6% | +1.5% | +2.1% | +3.3% |
| 30D | +0.3% | -7.0% | +7.3% | +1.7% |
| 3M | +6.1% | -10.0% | +16.0% | +8.0% |
| 6M | +27.4% | -19.8% | +47.2% | +32.6% |
| YTD | +32.0% | +14.3% | +17.7% | +26.7% |
| 1Y | +40.5% | +6.5% | +34.1% | +37.0% |
| 3Y | +75.7% | +4.4% | +71.3% | +69.1% |
| 5Y | +61.7% | +20.2% | +41.5% | +47.4% |
| All | +328.6% | +107.5% | +221.0% | +210.8% |
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