+1,365.8%
XLK vs EXPD
+5,716.4%
-4,350.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.4% | +2.1% |
| 7D | -1.2% | -1.6% | +0.4% | -0.5% |
| 30D | -11.2% | +0.6% | -11.8% | -11.4% |
| 3M | -6.2% | +9.8% | -16.0% | -9.5% |
| 6M | -1.7% | +25.8% | -27.5% | -10.2% |
| YTD | +21.5% | +31.3% | -9.7% | +8.1% |
| 1Y | +19.6% | +40.9% | -21.3% | +3.4% |
| 3Y | +97.9% | +74.7% | +23.2% | +54.7% |
| 5Y | +118.9% | +62.9% | +56.0% | +74.1% |
| 10Y | +726.5% | +334.3% | +392.2% | +354.7% |
| All | +1,365.8% | +5,716.4% | -4,350.6% | +254.6% |
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