+135.9%
XLU vs EXPD
+332.1%
-196.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -1.6% | +2.0% | -3.6% | -2.1% |
| 30D | -3.3% | +4.4% | -7.7% | -4.3% |
| 3M | -3.2% | +15.7% | -18.9% | -6.7% |
| 6M | -7.0% | +37.5% | -44.4% | -14.4% |
| YTD | +0.6% | +29.9% | -29.3% | -6.8% |
| 1Y | +2.4% | +57.8% | -55.3% | -10.4% |
| 3Y | +46.3% | +71.6% | -25.4% | +22.7% |
| 5Y | +44.0% | +62.2% | -18.3% | +20.6% |
| All | +135.9% | +332.1% | -196.2% | +48.9% |
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