+19.7%
COMP vs EXPD
+35.2%
-15.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.3% | +13.0% | +11.4% |
| 7D | +13.4% | -7.2% | +20.6% | +16.0% |
| 30D | +11.1% | -3.3% | +14.4% | +12.2% |
| 3M | -18.8% | +3.4% | -22.2% | -19.5% |
| 6M | +10.5% | +22.7% | -12.2% | +4.0% |
| YTD | -3.4% | +24.5% | -27.9% | -7.6% |
| 1Y | +19.7% | +38.6% | -19.0% | +7.8% |
| All | +19.7% | +35.2% | -15.5% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling