+602.0%
COST vs EXPD
+308.0%
+294.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -3.2% | -0.9% | -2.2% | -2.9% |
| 30D | -4.0% | +4.1% | -8.0% | -5.2% |
| 3M | -6.5% | +13.8% | -20.3% | -10.4% |
| 6M | -8.5% | +27.3% | -35.8% | -15.7% |
| YTD | +6.0% | +25.4% | -19.4% | -2.6% |
| 1Y | -5.8% | +54.4% | -60.2% | -19.9% |
| 3Y | +71.8% | +67.9% | +3.9% | +38.3% |
| 5Y | +106.2% | +59.2% | +47.1% | +66.4% |
| 10Y | +602.0% | +308.6% | +293.5% | +308.4% |
| All | +602.0% | +308.0% | +294.1% | +308.4% |
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 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