-50.2%
COMP vs EXPD
+95.8%
-145.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.2% | +11.0% | +10.1% |
| 7D | +9.5% | +0.3% | +9.2% | +9.0% |
| 30D | +8.1% | +1.8% | +6.2% | +6.5% |
| 3M | -16.3% | +8.9% | -25.3% | -21.7% |
| 6M | +42.2% | +42.2% | 0.0% | +7.2% |
| YTD | -5.0% | +33.4% | -38.4% | -26.1% |
| 1Y | +20.1% | +47.2% | -27.1% | -14.4% |
| 3Y | +358.4% | +81.3% | +277.2% | +161.8% |
| 5Y | -21.9% | +60.2% | -82.1% | -56.4% |
| All | -50.2% | +95.8% | -145.9% | -71.4% |
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