+328.6%
EXPD vs BUD
-3.2%
+331.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +3.6% | -1.6% | +5.2% | +4.0% |
| 30D | +0.3% | +6.7% | -6.4% | -1.4% |
| 3M | +6.1% | +5.9% | +0.2% | +4.4% |
| 6M | +27.4% | +5.1% | +22.3% | +25.3% |
| YTD | +32.0% | +32.9% | -0.9% | +22.3% |
| 1Y | +40.5% | +31.8% | +8.7% | +30.4% |
| 3Y | +75.7% | +47.4% | +28.3% | +56.3% |
| 5Y | +61.7% | +50.8% | +10.9% | +41.2% |
| All | +328.6% | -3.2% | +331.7% | +288.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling