+561.3%
XLP vs EXPD
+5,545.4%
-4,984.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | 0.0% |
| 7D | +3.5% | -4.8% | +8.3% | +4.3% |
| 30D | +11.6% | -1.5% | +13.1% | +11.8% |
| 3M | +7.6% | +4.1% | +3.5% | +6.7% |
| 6M | +10.0% | +24.0% | -14.0% | +5.7% |
| YTD | +19.7% | +27.4% | -7.7% | +13.9% |
| 1Y | +23.5% | +38.4% | -14.9% | +15.6% |
| 3Y | +44.0% | +73.2% | -29.2% | +28.3% |
| 5Y | +42.7% | +59.9% | -17.2% | +27.7% |
| 10Y | +131.3% | +319.9% | -188.6% | +74.6% |
| All | +561.3% | +5,545.4% | -4,984.1% | +244.5% |
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