+422.3%
XLF vs EXPD
+5,543.3%
-5,121.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.5% |
| 30D | +0.2% | +4.1% | -3.9% | -1.5% |
| 3M | +11.7% | +17.9% | -6.2% | +4.0% |
| 6M | +13.8% | +29.2% | -15.4% | +1.4% |
| YTD | +7.0% | +27.4% | -20.4% | -4.8% |
| 1Y | +9.1% | +56.8% | -47.7% | -11.5% |
| 3Y | +75.6% | +68.0% | +7.6% | +35.6% |
| 5Y | +66.4% | +61.9% | +4.6% | +27.6% |
| 10Y | +250.3% | +316.0% | -65.7% | +78.6% |
| All | +422.3% | +5,543.3% | -5,121.0% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling