+150.2%
XYL vs EXPD
+316.4%
-166.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.8% |
| 7D | +0.8% | +1.2% | -0.3% | +0.2% |
| 30D | -10.8% | +5.2% | -16.0% | -13.4% |
| 3M | -2.5% | +13.2% | -15.8% | -9.3% |
| 6M | -12.2% | +30.3% | -42.5% | -25.0% |
| YTD | -20.1% | +27.0% | -47.1% | -31.7% |
| 1Y | -20.6% | +57.3% | -78.0% | -40.9% |
| 3Y | +17.3% | +70.0% | -52.7% | -18.5% |
| 5Y | -14.5% | +61.6% | -76.1% | -40.4% |
| 10Y | +150.2% | +321.1% | -170.9% | -5.5% |
| All | +150.2% | +316.4% | -166.2% | -5.5% |
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