+804.3%
XLK vs EXPD
+316.4%
+487.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | +2.3% | +1.2% | +1.2% | +1.7% |
| 30D | +0.8% | +5.2% | -4.4% | -1.6% |
| 3M | +4.1% | +13.2% | -9.2% | -2.3% |
| 6M | +34.8% | +30.3% | +4.4% | +17.4% |
| YTD | +30.8% | +27.0% | +3.8% | +14.1% |
| 1Y | +42.4% | +57.3% | -15.0% | +9.9% |
| 3Y | +121.8% | +70.0% | +51.8% | +59.6% |
| 5Y | +146.6% | +61.6% | +85.0% | +77.8% |
| 10Y | +804.3% | +321.1% | +483.2% | +304.1% |
| All | +804.3% | +316.4% | +487.9% | +304.1% |
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