+99.0%
COST vs EXPD
+75.3%
+23.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +5.0% | +5.5% | -0.5% | +4.6% |
| 30D | +12.8% | -0.8% | +13.6% | +12.8% |
| 3M | +15.2% | +4.1% | +11.0% | +14.7% |
| 6M | +7.4% | +25.7% | -18.3% | +5.2% |
| YTD | +29.0% | +31.4% | -2.4% | +25.3% |
| 1Y | +20.3% | +42.2% | -21.9% | +15.6% |
| 3Y | +99.0% | +77.2% | +21.8% | +76.9% |
| All | +99.0% | +75.3% | +23.7% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling