+328.6%
EXPD vs BR
+275.8%
+52.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +3.6% | -1.3% | +4.9% | +4.1% |
| 30D | +0.3% | +13.7% | -13.4% | -5.0% |
| 3M | +6.1% | +13.8% | -7.7% | +0.1% |
| 6M | +27.4% | +29.7% | -2.4% | +13.1% |
| YTD | +32.0% | -12.6% | +44.6% | +38.0% |
| 1Y | +40.5% | -12.4% | +53.0% | +46.8% |
| 3Y | +75.7% | +14.1% | +61.6% | +60.8% |
| 5Y | +61.7% | +18.7% | +43.0% | +42.6% |
| All | +328.6% | +275.8% | +52.8% | +148.7% |
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