+71.5%
EXPD vs BG
+1.9%
+69.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.3% |
| 7D | -7.2% | +2.5% | -9.7% | -7.5% |
| 30D | -3.3% | -6.1% | +2.8% | -2.5% |
| 3M | +3.4% | -8.5% | +11.9% | +4.3% |
| 6M | +22.7% | -20.4% | +43.1% | +26.2% |
| YTD | +24.5% | +13.3% | +11.3% | +20.7% |
| 1Y | +38.6% | +7.3% | +31.4% | +35.5% |
| 3Y | +71.5% | +2.6% | +68.9% | +67.3% |
| All | +71.5% | +1.9% | +69.6% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling