+145.7%
XLK vs EXPD
+60.9%
+84.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | +2.3% | -0.9% | +3.2% | +2.7% |
| 30D | -0.1% | +4.1% | -4.1% | -1.6% |
| 3M | +2.1% | +13.8% | -11.7% | -3.1% |
| 6M | +37.2% | +27.3% | +9.9% | +23.9% |
| YTD | +30.8% | +25.4% | +5.4% | +17.7% |
| 1Y | +42.6% | +54.4% | -11.7% | +16.0% |
| 3Y | +121.8% | +67.9% | +53.9% | +68.5% |
| 5Y | +145.7% | +59.2% | +86.5% | +81.0% |
| All | +145.7% | +60.9% | +84.8% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling