+127.5%
XLC vs EXPD
+167.6%
-40.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.3% |
| 7D | +4.9% | -7.2% | +12.1% | +7.9% |
| 30D | -5.8% | -3.3% | -2.5% | -4.7% |
| 3M | -5.4% | +3.4% | -8.8% | -7.1% |
| 6M | -10.2% | +22.7% | -32.9% | -17.9% |
| YTD | -10.2% | +24.5% | -34.7% | -19.6% |
| 1Y | -5.6% | +38.6% | -44.3% | -19.6% |
| 3Y | +61.0% | +71.5% | -10.5% | +20.3% |
| 5Y | +35.2% | +56.2% | -21.0% | +3.6% |
| All | +127.5% | +167.6% | -40.1% | +15.5% |
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