+458.0%
EXPD vs BR
+1,321.0%
-863.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +2.4% |
| 7D | -1.1% | -5.3% | +4.1% | +1.3% |
| 30D | +4.1% | +6.4% | -2.4% | +0.9% |
| 3M | +17.9% | +13.6% | +4.3% | +10.4% |
| 6M | +29.2% | -6.7% | +35.9% | +31.7% |
| YTD | +27.4% | -21.1% | +48.5% | +39.6% |
| 1Y | +56.8% | -29.6% | +86.4% | +81.3% |
| 3Y | +68.0% | -2.4% | +70.4% | +64.3% |
| 5Y | +61.9% | +11.2% | +50.6% | +46.0% |
| 10Y | +316.0% | +191.8% | +124.2% | +125.6% |
| All | +458.0% | +1,321.0% | -863.0% | +27.6% |
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