+1,632.0%
EXPD vs BG
+931.4%
+700.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -7.4% | +5.0% | -12.4% | -8.5% |
| 30D | -2.1% | -3.2% | +1.1% | -1.4% |
| 3M | +5.7% | -11.2% | +16.9% | +8.4% |
| 6M | +21.4% | -19.4% | +40.8% | +27.0% |
| YTD | +27.6% | +13.6% | +14.0% | +22.0% |
| 1Y | +36.1% | +7.3% | +28.9% | +32.0% |
| 3Y | +69.9% | +3.8% | +66.1% | +63.0% |
| 5Y | +59.7% | +23.2% | +36.5% | +43.3% |
| 10Y | +323.0% | +97.9% | +225.1% | +215.8% |
| All | +1,632.0% | +931.4% | +700.7% | +985.9% |
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