+285.4%
XME vs EXPD
+334.2%
-48.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.1% |
| 7D | +0.9% | -5.5% | +6.4% | +3.8% |
| 30D | -7.3% | -1.9% | -5.4% | -6.4% |
| 3M | -14.8% | +6.1% | -20.9% | -17.5% |
| 6M | -18.4% | +21.6% | -40.0% | -26.6% |
| YTD | -4.7% | +27.9% | -32.6% | -17.8% |
| 1Y | +5.7% | +39.4% | -33.7% | -12.9% |
| 3Y | +104.0% | +72.7% | +31.3% | +43.8% |
| 5Y | +122.4% | +60.3% | +62.1% | +59.7% |
| 10Y | +285.4% | +332.6% | -47.2% | +50.5% |
| All | +285.4% | +334.2% | -48.8% | +50.5% |
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