+68.7%
EXPD vs BR
-5.0%
+73.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +1.2% | -6.0% | +7.1% | +3.0% |
| 30D | +6.8% | -0.9% | +7.7% | +7.0% |
| 3M | +14.9% | +16.4% | -1.4% | +9.5% |
| 6M | +34.6% | -8.2% | +42.8% | +38.5% |
| YTD | +27.7% | -23.2% | +50.9% | +41.1% |
| 1Y | +57.7% | -30.9% | +88.6% | +82.2% |
| All | +68.7% | -5.0% | +73.8% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling