+323.0%
EXPD vs BR
+271.1%
+51.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.4% | +5.0% | -12.4% | -9.3% |
| 30D | -2.1% | +16.6% | -18.7% | -8.3% |
| 3M | +5.7% | +12.0% | -6.3% | +0.4% |
| 6M | +21.4% | +30.7% | -9.4% | +7.5% |
| YTD | +27.6% | -11.9% | +39.6% | +33.0% |
| 1Y | +36.1% | -11.6% | +47.7% | +41.6% |
| 3Y | +69.9% | +15.0% | +54.9% | +55.0% |
| 5Y | +59.7% | +18.1% | +41.6% | +41.1% |
| 10Y | +323.0% | +278.6% | +44.4% | +145.5% |
| All | +323.0% | +271.1% | +51.9% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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