+899.8%
XLV vs EXPD
+5,458.4%
-4,558.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | +0.9% | +4.1% | -3.2% | -0.1% |
| 3M | +10.0% | +13.8% | -3.8% | +6.5% |
| 6M | +10.4% | +27.3% | -16.9% | +3.9% |
| YTD | +8.9% | +25.4% | -16.6% | +2.3% |
| 1Y | +23.4% | +54.4% | -31.0% | +10.0% |
| 3Y | +33.1% | +67.9% | -34.8% | +15.2% |
| 5Y | +33.3% | +59.2% | -25.9% | +15.1% |
| 10Y | +170.8% | +308.6% | -137.8% | +86.5% |
| All | +899.8% | +5,458.4% | -4,558.6% | +295.9% |
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 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