+162.4%
XLU vs EXPD
+335.0%
-172.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +2.1% | +5.5% | -3.4% | +0.8% |
| 30D | +5.6% | -0.8% | +6.4% | +5.7% |
| 3M | +0.7% | +4.1% | -3.4% | -0.4% |
| 6M | -0.1% | +25.7% | -25.7% | -5.9% |
| YTD | +5.3% | +31.4% | -26.1% | -2.9% |
| 1Y | +2.2% | +42.2% | -40.0% | -7.9% |
| 3Y | +61.6% | +77.2% | -15.6% | +34.1% |
| 5Y | +53.6% | +61.0% | -7.4% | +29.1% |
| All | +162.4% | +335.0% | -172.5% | +65.7% |
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