-4.7%
XRT vs EXPD
+55.6%
-60.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -0.7% |
| 7D | +0.9% | -7.2% | +8.0% | +4.3% |
| 30D | +7.9% | -3.3% | +11.2% | +9.4% |
| 3M | -0.2% | +3.4% | -3.6% | -2.2% |
| 6M | +5.6% | +22.7% | -17.1% | -5.4% |
| YTD | +5.7% | +24.5% | -18.9% | -7.7% |
| 1Y | +14.6% | +38.6% | -24.1% | -5.8% |
| 3Y | +50.7% | +71.5% | -20.8% | +5.7% |
| All | -4.7% | +55.6% | -60.3% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling