+246.4%
XLF vs EXPD
+308.0%
-61.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | +0.2% | -0.9% | +1.1% | +0.6% |
| 30D | -0.5% | +4.1% | -4.6% | -2.3% |
| 3M | +10.6% | +13.8% | -3.1% | +4.2% |
| 6M | +14.3% | +27.3% | -13.0% | +1.8% |
| YTD | +5.5% | +25.4% | -19.9% | -6.3% |
| 1Y | +9.6% | +54.4% | -44.8% | -12.4% |
| 3Y | +75.2% | +67.9% | +7.3% | +30.7% |
| 5Y | +65.5% | +59.2% | +6.4% | +23.2% |
| 10Y | +246.4% | +308.6% | -62.1% | +47.7% |
| All | +246.4% | +308.0% | -61.6% | +47.7% |
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