+308.6%
EXPD vs BR
+183.7%
+124.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.5% |
| 7D | -0.9% | -5.9% | +5.0% | +1.5% |
| 30D | +4.1% | +1.9% | +2.2% | +3.0% |
| 3M | +13.8% | +14.7% | -0.9% | +6.9% |
| 6M | +27.3% | -12.8% | +40.0% | +33.6% |
| YTD | +25.4% | -23.0% | +48.5% | +38.5% |
| 1Y | +54.4% | -31.7% | +86.1% | +79.6% |
| 3Y | +67.9% | -4.8% | +72.7% | +66.4% |
| 5Y | +59.2% | +7.8% | +51.3% | +46.0% |
| 10Y | +308.6% | +184.1% | +124.5% | +161.0% |
| All | +308.6% | +183.7% | +124.8% | +161.0% |
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