+167.2%
XLE vs EXPD
+304.0%
-136.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.9% |
| 7D | -12.0% | -7.2% | -4.8% | -9.4% |
| 30D | -2.7% | -3.3% | +0.5% | -1.5% |
| 3M | +6.6% | +3.4% | +3.2% | +4.9% |
| 6M | +9.5% | +22.7% | -13.2% | +0.1% |
| YTD | +40.6% | +24.5% | +16.0% | +25.8% |
| 1Y | +43.6% | +38.6% | +4.9% | +22.3% |
| 3Y | +58.1% | +71.5% | -13.4% | +18.6% |
| 5Y | +152.2% | +56.2% | +95.9% | +92.6% |
| All | +167.2% | +304.0% | -136.8% | +25.6% |
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