+1,320.0%
XLK vs EXPD
+5,555.0%
-4,235.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -4.3% | -7.4% | +3.1% | -1.4% |
| 30D | -15.0% | -2.1% | -12.9% | -14.3% |
| 3M | -9.2% | +5.7% | -14.9% | -11.2% |
| 6M | -3.5% | +21.4% | -24.9% | -10.7% |
| YTD | +17.7% | +27.6% | -9.9% | +5.8% |
| 1Y | +14.9% | +36.1% | -21.2% | +0.6% |
| 3Y | +91.8% | +69.9% | +21.9% | +51.4% |
| 5Y | +113.1% | +59.7% | +53.4% | +70.7% |
| 10Y | +703.1% | +323.0% | +380.1% | +346.2% |
| All | +1,320.0% | +5,555.0% | -4,235.0% | +247.2% |
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