+1,127.6%
XLY vs EXPD
+5,543.3%
-4,415.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -2.0% | -1.1% | -0.8% | -1.6% |
| 30D | -3.1% | +4.1% | -7.2% | -4.6% |
| 3M | -1.8% | +17.9% | -19.7% | -7.6% |
| 6M | -0.9% | +29.2% | -30.1% | -10.1% |
| YTD | -3.4% | +27.4% | -30.7% | -12.6% |
| 1Y | -1.5% | +56.8% | -58.3% | -17.6% |
| 3Y | +38.8% | +68.0% | -29.2% | +12.1% |
| 5Y | +30.5% | +61.9% | -31.4% | +5.8% |
| 10Y | +215.3% | +316.0% | -100.7% | +83.6% |
| All | +1,127.6% | +5,543.3% | -4,415.7% | +287.0% |
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