+5.6%
XYL vs EXPD
+68.8%
-63.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.5% |
| 7D | +5.9% | -7.2% | +13.0% | +8.3% |
| 30D | -3.9% | -3.3% | -0.6% | -3.2% |
| 3M | -18.7% | +3.4% | -22.1% | -20.0% |
| 6M | -16.9% | +22.7% | -39.6% | -23.0% |
| YTD | -27.4% | +24.5% | -51.9% | -33.9% |
| 1Y | -34.0% | +38.6% | -72.7% | -42.7% |
| 3Y | +5.6% | +71.5% | -65.9% | -18.2% |
| All | +5.6% | +68.8% | -63.2% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling