+215.1%
XLF vs EXPD
+336.9%
-121.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +1.2% | +3.6% | -2.4% | -0.3% |
| 30D | +6.2% | +0.3% | +5.9% | +5.9% |
| 3M | +0.9% | +6.1% | -5.2% | -2.0% |
| 6M | +13.6% | +27.4% | -13.7% | +1.5% |
| YTD | +7.6% | +32.0% | -24.4% | -6.8% |
| 1Y | +10.2% | +40.5% | -30.4% | -7.5% |
| 3Y | +79.8% | +75.7% | +4.1% | +31.4% |
| 5Y | +58.0% | +61.7% | -3.7% | +17.7% |
| All | +215.1% | +336.9% | -121.8% | +30.8% |
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