+403.8%
XME vs EXPD
+314.2%
+89.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -0.1% | -1.1% | +1.0% | +0.5% |
| 30D | +6.0% | +4.1% | +1.9% | +3.8% |
| 3M | -7.7% | +17.9% | -25.6% | -15.4% |
| 6M | +1.0% | +29.2% | -28.3% | -12.3% |
| YTD | +14.6% | +27.4% | -12.7% | -0.6% |
| 1Y | +46.0% | +56.8% | -10.9% | +11.9% |
| 3Y | +127.0% | +68.0% | +59.0% | +63.1% |
| 5Y | +175.8% | +61.9% | +113.9% | +96.5% |
| All | +403.8% | +314.2% | +89.6% | +115.6% |
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 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