+126.6%
XLC vs EXPD
+173.8%
-47.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +1.2% |
| 7D | +3.1% | -4.8% | +7.9% | +5.0% |
| 30D | -6.5% | -1.5% | -5.0% | -6.1% |
| 3M | -5.6% | +4.1% | -9.7% | -7.4% |
| 6M | -9.2% | +24.0% | -33.2% | -17.4% |
| YTD | -10.6% | +27.4% | -38.0% | -20.7% |
| 1Y | -6.9% | +38.4% | -45.2% | -20.5% |
| 3Y | +59.9% | +73.2% | -13.3% | +19.2% |
| 5Y | +34.7% | +59.9% | -25.2% | +2.3% |
| All | +126.6% | +173.8% | -47.2% | +14.0% |
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