+133.1%
XLC vs EXPD
+174.9%
-41.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.4% |
| 7D | +7.1% | -5.5% | +12.6% | +9.3% |
| 30D | -2.7% | -1.9% | -0.8% | -2.2% |
| 3M | -3.2% | +6.1% | -9.3% | -5.8% |
| 6M | -7.7% | +21.6% | -29.3% | -15.3% |
| YTD | -8.0% | +27.9% | -35.9% | -18.5% |
| 1Y | -3.1% | +39.4% | -42.4% | -17.5% |
| 3Y | +64.9% | +72.7% | -7.8% | +23.3% |
| 5Y | +39.5% | +60.3% | -20.8% | +5.9% |
| All | +133.1% | +174.9% | -41.7% | +17.1% |
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