+168.8%
XLB vs EXPD
+337.7%
-169.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -1.0% |
| 7D | -1.6% | -1.6% | -0.1% | -1.0% |
| 30D | +7.2% | +0.6% | +6.6% | +6.8% |
| 3M | 0.0% | +9.8% | -9.8% | -4.5% |
| 6M | +2.3% | +25.8% | -23.4% | -8.6% |
| YTD | +18.4% | +31.3% | -12.8% | +2.0% |
| 1Y | +23.3% | +40.9% | -17.6% | +2.5% |
| 3Y | +45.2% | +74.7% | -29.5% | +5.2% |
| 5Y | +31.0% | +62.9% | -31.9% | -3.8% |
| 10Y | +168.8% | +334.3% | -165.6% | +17.7% |
| All | +168.8% | +337.7% | -169.0% | +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