+460.3%
EXPD vs BR
+1,480.9%
-1,020.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.2% |
| 7D | -5.5% | +4.4% | -9.9% | -7.4% |
| 30D | -1.9% | +16.3% | -18.1% | -8.6% |
| 3M | +6.1% | +16.2% | -10.1% | -1.6% |
| 6M | +21.6% | +30.3% | -8.7% | +6.3% |
| YTD | +27.9% | -12.2% | +40.1% | +33.0% |
| 1Y | +39.4% | -11.3% | +50.7% | +44.2% |
| 3Y | +72.7% | +15.2% | +57.4% | +55.7% |
| 5Y | +60.3% | +18.0% | +42.3% | +40.8% |
| 10Y | +332.6% | +268.7% | +63.9% | +109.4% |
| All | +460.3% | +1,480.9% | -1,020.6% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling