+298.5%
XME vs EXPD
+304.0%
-5.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.6% | +4.5% |
| 7D | -4.5% | -7.2% | +2.7% | -0.9% |
| 30D | -10.9% | -3.3% | -7.6% | -9.5% |
| 3M | -15.3% | +3.4% | -18.6% | -16.9% |
| 6M | -24.6% | +22.7% | -47.3% | -32.5% |
| YTD | -9.6% | +24.5% | -34.2% | -20.9% |
| 1Y | +2.9% | +38.6% | -35.7% | -15.0% |
| 3Y | +86.9% | +71.5% | +15.4% | +32.2% |
| 5Y | +115.2% | +56.2% | +58.9% | +56.8% |
| All | +298.5% | +304.0% | -5.5% | +78.9% |
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