+234.4%
XLF vs EXPD
+334.2%
-99.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.3% |
| 7D | +0.7% | -5.5% | +6.2% | +3.1% |
| 30D | +6.0% | -1.9% | +7.8% | +6.7% |
| 3M | +1.0% | +6.1% | -5.1% | -1.9% |
| 6M | +14.0% | +21.6% | -7.6% | +3.8% |
| YTD | +7.2% | +27.9% | -20.7% | -5.9% |
| 1Y | +11.6% | +39.4% | -27.8% | -6.1% |
| 3Y | +81.2% | +72.7% | +8.5% | +33.1% |
| 5Y | +57.9% | +60.3% | -2.4% | +17.5% |
| 10Y | +234.4% | +332.6% | -98.2% | +27.9% |
| All | +234.4% | +334.2% | -99.7% | +27.9% |
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