+174.3%
XLE vs EXPD
+315.7%
-141.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +2.2% | -1.1% | +3.3% | +2.6% |
| 30D | +11.8% | +4.1% | +7.7% | +9.9% |
| 3M | +9.8% | +17.9% | -8.1% | +2.3% |
| 6M | +15.6% | +29.2% | -13.7% | +3.0% |
| YTD | +45.3% | +27.4% | +17.9% | +29.0% |
| 1Y | +48.3% | +56.8% | -8.5% | +19.0% |
| 3Y | +55.4% | +68.0% | -12.6% | +18.0% |
| 5Y | +216.1% | +61.9% | +154.2% | +136.2% |
| All | +174.3% | +315.7% | -141.4% | +25.5% |
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 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