+120.8%
XYL vs EXPD
+334.2%
-213.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | 0.0% |
| 7D | +2.1% | -5.5% | +7.5% | +5.0% |
| 30D | -3.4% | -1.9% | -1.5% | -2.7% |
| 3M | -17.2% | +6.1% | -23.3% | -20.4% |
| 6M | -12.0% | +21.6% | -33.7% | -21.8% |
| YTD | -26.3% | +27.9% | -54.2% | -37.6% |
| 1Y | -33.5% | +39.4% | -72.9% | -46.6% |
| 3Y | +6.4% | +72.7% | -66.3% | -27.2% |
| 5Y | -20.9% | +60.3% | -81.2% | -44.6% |
| 10Y | +120.8% | +332.6% | -211.7% | -19.9% |
| All | +120.8% | +334.2% | -213.3% | -19.9% |
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