+132.2%
XRT vs EXPD
+336.9%
-204.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -0.4% | +3.6% | -4.0% | -2.3% |
| 30D | +7.5% | +0.3% | +7.2% | +7.1% |
| 3M | +2.3% | +6.1% | -3.7% | -1.1% |
| 6M | +12.8% | +27.4% | -14.5% | -1.5% |
| YTD | +7.1% | +32.0% | -24.9% | -10.0% |
| 1Y | +12.3% | +40.5% | -28.3% | -8.9% |
| 3Y | +57.0% | +75.7% | -18.7% | +9.1% |
| 5Y | -4.3% | +61.7% | -66.0% | -31.5% |
| All | +132.2% | +336.9% | -204.7% | +0.3% |
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