+161.0%
XLB vs EXPD
+314.6%
-153.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -1.4% | -1.1% | -0.3% | -0.9% |
| 30D | -0.4% | +4.1% | -4.5% | -2.3% |
| 3M | +2.0% | +17.9% | -15.9% | -5.8% |
| 6M | +1.8% | +29.2% | -27.4% | -10.4% |
| YTD | +16.6% | +27.4% | -10.8% | +2.2% |
| 1Y | +16.9% | +56.8% | -39.9% | -8.3% |
| 3Y | +32.6% | +68.0% | -35.5% | -1.9% |
| 5Y | +35.6% | +61.9% | -26.2% | -0.4% |
| All | +161.0% | +314.6% | -153.6% | +17.7% |
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