+31.6%
XLB vs EXPD
+60.8%
-29.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.5% | -7.4% | +7.9% | +3.2% |
| 30D | +6.9% | -2.1% | +9.0% | +7.6% |
| 3M | -0.2% | +5.7% | -5.9% | -2.4% |
| 6M | +3.3% | +21.4% | -18.1% | -4.2% |
| YTD | +18.0% | +27.6% | -9.6% | +6.1% |
| 1Y | +24.2% | +36.1% | -11.9% | +8.7% |
| 3Y | +44.7% | +69.9% | -25.2% | +12.5% |
| 5Y | +31.6% | +59.7% | -28.1% | +1.2% |
| All | +31.6% | +60.8% | -29.2% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling