+54.6%
XLE vs EXPD
+68.7%
-14.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +2.2% | -1.1% | +3.3% | +2.4% |
| 30D | +11.8% | +4.1% | +7.7% | +10.8% |
| 3M | +9.8% | +17.9% | -8.1% | +6.0% |
| 6M | +15.6% | +29.2% | -13.7% | +9.1% |
| YTD | +45.3% | +27.4% | +17.9% | +36.8% |
| 1Y | +48.3% | +56.8% | -8.5% | +31.0% |
| All | +54.6% | +68.7% | -14.1% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling