-25.6%
COMP vs EXPD
+52.5%
-78.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.5% | -3.7% | -4.7% |
| 7D | -1.8% | -4.8% | +3.0% | +1.9% |
| 30D | -0.8% | -1.5% | +0.8% | +0.5% |
| 3M | -28.1% | +4.1% | -32.2% | -30.5% |
| 6M | +27.0% | +24.0% | +3.0% | +5.6% |
| YTD | -12.8% | +27.4% | -40.2% | -30.8% |
| 1Y | +4.9% | +38.4% | -33.5% | -23.2% |
| 3Y | +321.0% | +73.2% | +247.8% | +136.4% |
| 5Y | -25.6% | +59.9% | -85.4% | -59.8% |
| All | -25.6% | +52.5% | -78.1% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling