+37.7%
XLC vs EXPD
+61.6%
-23.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.5% |
| 30D | +1.0% | +4.1% | -3.0% | -0.3% |
| 3M | -0.7% | +17.9% | -18.6% | -6.1% |
| 6M | -5.1% | +29.2% | -34.4% | -13.3% |
| YTD | -4.3% | +27.4% | -31.6% | -12.8% |
| 1Y | -0.6% | +56.8% | -57.4% | -16.8% |
| 3Y | +72.7% | +68.0% | +4.7% | +37.1% |
| All | +37.7% | +61.6% | -23.9% | +4.9% |
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