+75.5%
EXPD vs BUD
+51.6%
+23.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -4.7% |
| 7D | -4.8% | +7.1% | -11.9% | -5.6% |
| 30D | -1.5% | +12.7% | -14.2% | -3.1% |
| 3M | +4.1% | 0.0% | +4.1% | +4.0% |
| 6M | +24.0% | +7.6% | +16.4% | +22.5% |
| YTD | +27.4% | +35.0% | -7.6% | +21.1% |
| 1Y | +38.4% | +37.6% | +0.8% | +31.0% |
| All | +75.5% | +51.6% | +23.9% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling