+136.0%
XLC vs EXPD
+182.4%
-46.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +3.7% | +5.5% | -1.8% | +1.5% |
| 30D | -1.9% | -0.8% | -1.1% | -1.8% |
| 3M | -3.1% | +4.1% | -7.3% | -5.0% |
| 6M | -6.4% | +25.7% | -32.0% | -15.2% |
| YTD | -6.8% | +31.4% | -38.2% | -18.4% |
| 1Y | -1.7% | +42.2% | -43.9% | -17.0% |
| 3Y | +64.7% | +77.2% | -12.5% | +21.8% |
| 5Y | +41.1% | +61.0% | -19.9% | +7.1% |
| All | +136.0% | +182.4% | -46.4% | +17.2% |
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 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