+822.8%
XLB vs EXPD
+5,545.4%
-4,722.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -1.4% |
| 7D | -0.4% | -4.8% | +4.4% | +1.2% |
| 30D | +5.2% | -1.5% | +6.8% | +5.7% |
| 3M | -0.1% | +4.1% | -4.2% | -1.8% |
| 6M | +2.4% | +24.0% | -21.6% | -5.4% |
| YTD | +16.9% | +27.4% | -10.5% | +5.9% |
| 1Y | +25.0% | +38.4% | -13.3% | +10.0% |
| 3Y | +40.7% | +73.2% | -32.5% | +12.8% |
| 5Y | +31.6% | +59.9% | -28.2% | +7.2% |
| 10Y | +175.3% | +319.9% | -144.7% | +61.4% |
| All | +822.8% | +5,545.4% | -4,722.6% | +234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling