+259.3%
XME vs EXPD
+336.9%
-77.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | +5.3% | +3.6% | +1.7% | +3.5% |
| 30D | -8.2% | +0.3% | -8.5% | -8.4% |
| 3M | -18.4% | +6.1% | -24.5% | -20.9% |
| 6M | -22.8% | +27.4% | -50.2% | -32.2% |
| YTD | -7.9% | +32.0% | -39.9% | -21.8% |
| 1Y | -0.9% | +40.5% | -41.4% | -18.6% |
| 3Y | +96.0% | +75.7% | +20.3% | +37.2% |
| 5Y | +110.3% | +61.7% | +48.6% | +50.9% |
| All | +259.3% | +336.9% | -77.7% | +44.0% |
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 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