-4.9%
XLY vs EXPD
+57.7%
-62.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | -3.9% | +1.2% | -5.0% | -4.0% |
| 30D | -6.1% | +6.8% | -12.9% | -6.6% |
| 3M | -1.2% | +14.9% | -16.1% | -2.4% |
| 6M | -1.8% | +34.6% | -36.4% | -4.4% |
| YTD | -5.9% | +27.7% | -33.6% | -8.0% |
| All | -4.9% | +57.7% | -62.7% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling