+235.2%
XLI vs EXPD
+334.2%
-98.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +2.6% |
| 7D | -0.5% | -5.5% | +5.0% | +2.1% |
| 30D | -0.2% | -1.9% | +1.7% | +0.6% |
| 3M | -8.6% | +6.1% | -14.6% | -11.2% |
| 6M | -2.0% | +21.6% | -23.6% | -11.1% |
| YTD | +9.7% | +27.9% | -18.1% | -4.4% |
| 1Y | +11.4% | +39.4% | -28.0% | -7.2% |
| 3Y | +74.2% | +72.7% | +1.5% | +25.8% |
| 5Y | +70.0% | +60.3% | +9.7% | +24.8% |
| 10Y | +235.2% | +332.6% | -97.3% | +36.4% |
| All | +235.2% | +334.2% | -98.9% | +36.4% |
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