+215.2%
XLY vs EXPD
+332.1%
-116.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | -1.7% | +2.0% | -3.7% | -2.6% |
| 30D | -4.2% | +4.4% | -8.6% | -6.0% |
| 3M | -2.7% | +15.7% | -18.4% | -9.2% |
| 6M | -0.6% | +37.5% | -38.1% | -14.9% |
| YTD | -5.0% | +29.9% | -34.9% | -17.4% |
| 1Y | -4.1% | +57.8% | -61.9% | -24.7% |
| 3Y | +33.6% | +71.6% | -38.0% | -1.6% |
| 5Y | +28.7% | +62.2% | -33.5% | -4.8% |
| All | +215.2% | +332.1% | -116.9% | +50.3% |
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