+101.4%
XLP vs EXPD
+315.7%
-214.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.0% | -1.1% | +0.1% | -0.7% |
| 30D | -0.9% | +4.1% | -5.0% | -1.9% |
| 3M | +3.8% | +17.9% | -14.1% | -0.7% |
| 6M | -1.7% | +29.2% | -31.0% | -8.4% |
| YTD | +10.3% | +27.4% | -17.1% | +2.4% |
| 1Y | +7.8% | +56.8% | -49.0% | -6.1% |
| 3Y | +27.2% | +68.0% | -40.8% | +6.7% |
| 5Y | +32.5% | +61.9% | -29.3% | +10.3% |
| All | +101.4% | +315.7% | -214.3% | +23.0% |
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 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