-54.2%
COMP vs EXPD
+87.0%
-141.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.5% | -3.7% | -4.9% |
| 7D | -1.8% | -4.8% | +3.0% | +1.7% |
| 30D | -0.8% | -1.5% | +0.8% | +0.4% |
| 3M | -28.1% | +4.1% | -32.2% | -30.4% |
| 6M | +27.0% | +24.0% | +3.0% | +6.8% |
| YTD | -12.8% | +27.4% | -40.2% | -29.7% |
| 1Y | +4.9% | +38.4% | -33.5% | -21.5% |
| 3Y | +321.0% | +73.2% | +247.8% | +149.0% |
| 5Y | -25.6% | +59.9% | -85.4% | -57.2% |
| All | -54.2% | +87.0% | -141.3% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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