+33.0%
XLY vs EXPD
+69.2%
-36.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | -2.1% | +1.2% | -3.2% | -2.4% |
| 30D | -6.0% | +5.2% | -11.2% | -7.4% |
| 3M | -2.7% | +13.2% | -16.0% | -6.2% |
| 6M | -1.5% | +30.3% | -31.8% | -9.1% |
| YTD | -5.4% | +27.0% | -32.5% | -12.8% |
| 1Y | -3.8% | +57.3% | -61.1% | -18.6% |
| All | +33.0% | +69.2% | -36.2% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling