+163.9%
XLE vs EXPD
+329.8%
-165.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -6.7% | -7.4% | +0.7% | -3.8% |
| 30D | -4.4% | -2.1% | -2.3% | -3.7% |
| 3M | +4.0% | +5.7% | -1.7% | +1.4% |
| 6M | +13.2% | +21.4% | -8.2% | +3.9% |
| YTD | +41.9% | +27.6% | +14.3% | +25.7% |
| 1Y | +41.6% | +36.1% | +5.5% | +21.7% |
| 3Y | +64.0% | +69.9% | -5.9% | +23.8% |
| 5Y | +158.1% | +59.7% | +98.4% | +95.3% |
| 10Y | +163.9% | +323.0% | -159.1% | +19.6% |
| All | +163.9% | +329.8% | -165.9% | +19.6% |
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