+445.6%
EXPD vs BR
+1,465.0%
-1,019.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.4% |
| 7D | -7.2% | +6.5% | -13.6% | -9.9% |
| 30D | -3.3% | +18.9% | -22.2% | -10.9% |
| 3M | +3.4% | +16.3% | -12.9% | -4.1% |
| 6M | +22.7% | +26.2% | -3.5% | +8.8% |
| YTD | +24.5% | -13.1% | +37.6% | +30.1% |
| 1Y | +38.6% | -10.5% | +49.1% | +42.8% |
| 3Y | +71.5% | +13.3% | +58.2% | +55.9% |
| 5Y | +56.2% | +19.9% | +36.3% | +36.1% |
| 10Y | +310.5% | +254.2% | +56.2% | +102.3% |
| All | +445.6% | +1,465.0% | -1,019.4% | +18.9% |
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