+77.8%
XLF vs EXPD
+68.8%
+9.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | +1.2% | -7.2% | +8.3% | +2.7% |
| 30D | +6.3% | -3.3% | +9.6% | +7.0% |
| 3M | -0.8% | +3.4% | -4.2% | -1.7% |
| 6M | +11.0% | +22.7% | -11.7% | +5.7% |
| YTD | +5.6% | +24.5% | -18.9% | -0.4% |
| 1Y | +10.8% | +38.6% | -27.9% | +1.5% |
| 3Y | +77.8% | +71.5% | +6.3% | +50.2% |
| All | +77.8% | +68.8% | +9.0% | +50.2% |
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