+150.7%
XBI vs EXPD
+324.8%
-174.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -4.6% | +1.2% | -5.8% | -5.1% |
| 30D | -0.8% | +6.8% | -7.6% | -3.7% |
| 3M | +21.8% | +14.9% | +6.9% | +14.2% |
| 6M | +23.2% | +34.6% | -11.4% | +7.1% |
| YTD | +28.7% | +27.7% | +1.0% | +13.0% |
| 1Y | +67.8% | +57.7% | +10.1% | +32.0% |
| 3Y | +100.6% | +70.9% | +29.7% | +48.2% |
| 5Y | +19.8% | +59.5% | -39.7% | -10.8% |
| All | +150.7% | +324.8% | -174.1% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling