+45.5%
XLU vs EXPD
+59.0%
-13.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | -0.4% | +4.1% | -4.4% | -1.0% |
| 3M | +0.5% | +13.8% | -13.3% | -1.6% |
| 6M | -5.8% | +27.3% | -33.1% | -9.6% |
| YTD | +3.1% | +25.4% | -22.3% | -1.4% |
| 1Y | +8.1% | +54.4% | -46.3% | -1.2% |
| 3Y | +50.5% | +67.9% | -17.4% | +33.1% |
| All | +45.5% | +59.0% | -13.5% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling