+13,709.1%
COST vs EXPD
+30,988.6%
-17,279.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.6% |
| 7D | +2.5% | -5.5% | +7.9% | +3.7% |
| 30D | +12.8% | -1.9% | +14.6% | +13.1% |
| 3M | +12.7% | +6.1% | +6.6% | +11.0% |
| 6M | +6.0% | +21.6% | -15.6% | +1.0% |
| YTD | +24.4% | +27.9% | -3.5% | +16.4% |
| 1Y | +16.2% | +39.4% | -23.2% | +6.5% |
| 3Y | +96.9% | +72.7% | +24.2% | +69.5% |
| 5Y | +121.1% | +60.3% | +60.8% | +92.6% |
| 10Y | +758.4% | +332.6% | +425.8% | +493.6% |
| All | +13,709.1% | +30,988.6% | -17,279.6% | +5,027.3% |
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