+46.7%
XLB vs EXPD
+72.3%
-25.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.2% |
| 7D | -1.4% | -5.5% | +4.1% | 0.0% |
| 30D | +7.1% | -1.9% | +9.0% | +7.5% |
| 3M | +0.6% | +6.1% | -5.5% | -1.2% |
| 6M | +3.5% | +21.6% | -18.1% | -2.3% |
| YTD | +18.2% | +27.9% | -9.7% | +8.9% |
| 1Y | +25.6% | +39.4% | -13.8% | +12.3% |
| 3Y | +46.7% | +72.7% | -26.0% | +16.5% |
| All | +46.7% | +72.3% | -25.6% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling