+62.8%
EXPD vs BR
+11.2%
+51.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +2.2% |
| 7D | -1.1% | -5.3% | +4.1% | +0.9% |
| 30D | +4.1% | +6.4% | -2.4% | +1.4% |
| 3M | +17.9% | +13.6% | +4.3% | +11.6% |
| 6M | +29.2% | -6.7% | +35.9% | +32.3% |
| YTD | +27.4% | -21.1% | +48.5% | +40.2% |
| 1Y | +56.8% | -29.6% | +86.4% | +81.9% |
| 3Y | +68.0% | -2.4% | +70.4% | +64.4% |
| All | +62.8% | +11.2% | +51.6% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling