+1,034.1%
XLV vs EXPD
+5,722.7%
-4,688.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +2.2% | +5.5% | -3.3% | +0.9% |
| 30D | +8.6% | -0.8% | +9.4% | +8.7% |
| 3M | +12.6% | +4.1% | +8.4% | +11.4% |
| 6M | +29.8% | +25.7% | +4.1% | +22.6% |
| YTD | +23.5% | +31.4% | -7.9% | +14.6% |
| 1Y | +25.7% | +42.2% | -16.5% | +14.5% |
| 3Y | +56.3% | +77.2% | -20.9% | +33.5% |
| 5Y | +53.1% | +61.0% | -7.9% | +31.9% |
| 10Y | +216.7% | +334.8% | -118.1% | +114.9% |
| All | +1,034.1% | +5,722.7% | -4,688.6% | +343.6% |
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