+152.6%
XRT vs EXPD
+334.2%
-181.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.3% |
| 7D | +2.5% | -5.5% | +7.9% | +5.3% |
| 30D | +10.3% | -1.9% | +12.2% | +11.2% |
| 3M | +2.4% | +6.1% | -3.7% | -1.2% |
| 6M | +10.0% | +21.6% | -11.6% | -1.6% |
| YTD | +9.5% | +27.9% | -18.3% | -6.4% |
| 1Y | +17.2% | +39.4% | -22.2% | -4.7% |
| 3Y | +62.0% | +72.7% | -10.7% | +13.5% |
| 5Y | -2.1% | +60.3% | -62.4% | -29.7% |
| 10Y | +152.6% | +332.6% | -180.0% | +4.3% |
| All | +152.6% | +334.2% | -181.6% | +4.3% |
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