+169.1%
XLB vs EXPD
+304.0%
-134.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | +0.3% |
| 7D | -1.5% | -7.2% | +5.7% | +1.7% |
| 30D | +6.1% | -3.3% | +9.3% | +7.5% |
| 3M | 0.0% | +3.4% | -3.4% | -1.9% |
| 6M | 0.0% | +22.7% | -22.7% | -9.7% |
| YTD | +16.0% | +24.5% | -8.5% | +2.4% |
| 1Y | +24.7% | +38.6% | -13.9% | +4.3% |
| 3Y | +40.4% | +71.5% | -31.1% | +2.3% |
| 5Y | +30.7% | +56.2% | -25.6% | -2.2% |
| All | +169.1% | +304.0% | -134.9% | +24.6% |
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