+3,473.2%
COST vs EXPE
+733.4%
+2,739.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +2.5% | -4.2% | +6.7% | +3.1% |
| 30D | +14.6% | -4.5% | +19.1% | +14.9% |
| 3M | +15.2% | -19.7% | +34.9% | +18.0% |
| 6M | +7.2% | +18.3% | -11.1% | +4.0% |
| YTD | +27.4% | -7.3% | +34.7% | +26.5% |
| 1Y | +20.2% | -3.9% | +24.1% | +18.6% |
| 3Y | +96.9% | +123.0% | -26.2% | +68.4% |
| 5Y | +122.8% | +47.9% | +74.9% | +96.4% |
| 10Y | +764.3% | +126.5% | +637.8% | +568.0% |
| All | +3,473.2% | +733.4% | +2,739.9% | +1,594.3% |
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