+1,628.5%
EXPD vs BG
+1,131.5%
+497.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -1.1% | +2.8% | -3.9% | -1.9% |
| 30D | +4.1% | +12.0% | -8.0% | +1.0% |
| 3M | +17.9% | -7.7% | +25.6% | +19.8% |
| 6M | +29.2% | +4.5% | +24.7% | +26.9% |
| YTD | +27.4% | +35.7% | -8.3% | +16.9% |
| 1Y | +56.8% | +50.1% | +6.8% | +39.7% |
| 3Y | +68.0% | +12.6% | +55.4% | +58.4% |
| 5Y | +61.9% | +75.4% | -13.6% | +33.0% |
| 10Y | +316.0% | +150.5% | +165.5% | +192.7% |
| All | +1,628.5% | +1,131.5% | +497.0% | +940.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling