+508.9%
XLP vs EXPD
+5,543.3%
-5,034.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.0% | -1.1% | +0.1% | -0.8% |
| 30D | -0.9% | +4.1% | -5.0% | -1.6% |
| 3M | +3.8% | +17.9% | -14.1% | +0.7% |
| 6M | -1.7% | +29.2% | -31.0% | -6.3% |
| YTD | +10.3% | +27.4% | -17.1% | +5.0% |
| 1Y | +7.8% | +56.8% | -49.0% | -1.3% |
| 3Y | +27.2% | +68.0% | -40.8% | +14.0% |
| 5Y | +32.5% | +61.9% | -29.3% | +18.4% |
| 10Y | +101.8% | +316.0% | -214.2% | +52.7% |
| All | +508.9% | +5,543.3% | -5,034.4% | +217.6% |
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