+175.3%
XEL vs EXPD
+334.2%
-158.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.1% |
| 7D | +1.1% | -5.5% | +6.5% | +2.2% |
| 30D | +8.7% | -1.9% | +10.5% | +9.0% |
| 3M | +3.5% | +6.1% | -2.6% | +2.1% |
| 6M | +2.6% | +21.6% | -19.1% | -1.9% |
| YTD | +11.1% | +27.9% | -16.8% | +4.2% |
| 1Y | +2.2% | +39.4% | -37.2% | -6.2% |
| 3Y | +51.1% | +72.7% | -21.6% | +29.5% |
| 5Y | +48.0% | +60.3% | -12.3% | +27.3% |
| 10Y | +175.3% | +332.6% | -157.3% | +89.0% |
| All | +175.3% | +334.2% | -158.8% | +89.0% |
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