+604.2%
COST vs EXPE
+165.2%
+439.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -2.5% | -8.7% | +6.2% | -1.7% |
| 30D | -4.4% | -13.6% | +9.2% | -3.2% |
| 3M | -8.1% | +26.6% | -34.7% | -10.2% |
| 6M | -9.2% | +19.9% | -29.2% | -11.1% |
| YTD | +5.1% | -1.7% | +6.8% | +4.5% |
| 1Y | -5.1% | +29.4% | -34.5% | -8.6% |
| 3Y | +70.4% | +155.7% | -85.3% | +50.4% |
| 5Y | +104.7% | +93.1% | +11.6% | +81.8% |
| All | +604.2% | +165.2% | +439.0% | +507.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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