+2,891.5%
COST vs EXPE
+851.4%
+2,040.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.8% |
| 7D | -3.1% | -9.5% | +6.4% | -1.9% |
| 30D | -2.8% | -6.6% | +3.8% | -2.0% |
| 3M | -5.7% | +31.4% | -37.1% | -9.3% |
| 6M | -8.8% | +35.2% | -44.0% | -13.1% |
| YTD | +6.7% | +5.8% | +0.9% | +4.6% |
| 1Y | -3.6% | +38.7% | -42.3% | -9.5% |
| 3Y | +75.1% | +175.8% | -100.7% | +45.6% |
| 5Y | +108.9% | +111.8% | -2.9% | +75.4% |
| 10Y | +586.2% | +179.7% | +406.5% | +415.9% |
| All | +2,891.5% | +851.4% | +2,040.0% | +1,300.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling