+736.5%
XLK vs EXPD
+336.9%
+399.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +7.0% | +3.6% | +3.4% | +5.2% |
| 30D | -11.5% | +0.3% | -11.7% | -11.6% |
| 3M | -7.9% | +6.1% | -14.0% | -10.6% |
| 6M | -0.6% | +27.4% | -27.9% | -12.1% |
| YTD | +21.1% | +32.0% | -10.9% | +3.5% |
| 1Y | +18.8% | +40.5% | -21.7% | -1.9% |
| 3Y | +97.3% | +75.7% | +21.6% | +39.6% |
| 5Y | +115.5% | +61.7% | +53.8% | +56.2% |
| All | +736.5% | +336.9% | +399.5% | +267.8% |
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