-44.8%
COMP vs EXPD
+87.0%
-131.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.1% |
| 7D | +1.4% | -1.1% | +2.5% | +2.2% |
| 30D | -13.3% | +4.1% | -17.4% | -16.0% |
| 3M | +41.1% | +17.9% | +23.2% | +23.9% |
| 6M | +17.2% | +29.2% | -12.1% | -5.3% |
| YTD | +5.2% | +27.4% | -22.2% | -15.1% |
| 1Y | +18.9% | +56.8% | -37.9% | -20.1% |
| 3Y | +215.9% | +68.0% | +147.9% | +92.4% |
| 5Y | -31.2% | +61.9% | -93.1% | -60.5% |
| All | -44.8% | +87.0% | -131.8% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling