+643.4%
XLU vs EXPD
+5,543.3%
-4,900.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +0.8% | -1.1% | +2.0% | +1.0% |
| 30D | -1.3% | +4.1% | -5.4% | -2.1% |
| 3M | -1.3% | +17.9% | -19.2% | -4.5% |
| 6M | -7.6% | +29.2% | -36.9% | -12.4% |
| YTD | +2.3% | +27.4% | -25.1% | -3.1% |
| 1Y | +5.8% | +56.8% | -51.1% | -4.1% |
| 3Y | +50.5% | +68.0% | -17.5% | +33.4% |
| 5Y | +44.1% | +61.9% | -17.7% | +27.2% |
| 10Y | +138.2% | +316.0% | -177.8% | +74.2% |
| All | +643.4% | +5,543.3% | -4,900.0% | +285.6% |
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