+210.1%
XHB vs EXPD
+314.6%
-104.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -1.3% | -1.1% | -0.2% | -0.6% |
| 30D | -6.9% | +4.1% | -11.0% | -9.1% |
| 3M | -1.3% | +17.9% | -19.2% | -10.7% |
| 6M | -6.8% | +29.2% | -36.0% | -20.7% |
| YTD | +0.7% | +27.4% | -26.6% | -14.8% |
| 1Y | -11.2% | +56.8% | -68.1% | -34.7% |
| 3Y | +25.3% | +68.0% | -42.7% | -13.2% |
| 5Y | +37.3% | +61.9% | -24.5% | -4.9% |
| All | +210.1% | +314.6% | -104.4% | +22.0% |
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