+71.6%
EXPD vs BRKR
-11.8%
+83.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | +2.0% | -8.7% | +10.7% | +3.1% |
| 30D | +4.4% | -9.9% | +14.3% | +5.6% |
| 3M | +15.7% | -3.1% | +18.8% | +14.5% |
| 6M | +37.5% | +45.5% | -8.0% | +25.8% |
| YTD | +29.9% | +13.7% | +16.2% | +24.1% |
| 1Y | +57.8% | +67.4% | -9.7% | +41.1% |
| 3Y | +71.6% | -13.2% | +84.9% | +61.6% |
| All | +71.6% | -11.8% | +83.4% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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