+41.6%
XLC vs EXPD
+60.8%
-19.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +6.2% | -7.4% | +13.6% | +8.8% |
| 30D | -2.4% | -2.1% | -0.3% | -1.8% |
| 3M | -3.3% | +5.7% | -9.0% | -5.3% |
| 6M | -7.3% | +21.4% | -28.7% | -13.6% |
| YTD | -7.6% | +27.6% | -35.2% | -16.4% |
| 1Y | -3.7% | +36.1% | -39.8% | -15.1% |
| 3Y | +62.9% | +69.9% | -7.0% | +27.3% |
| 5Y | +41.6% | +59.7% | -18.0% | +7.3% |
| All | +41.6% | +60.8% | -19.2% | +7.3% |
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