-17.1%
XYL vs EXPD
+61.6%
-78.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | -5.0% | -1.1% | -3.9% | -4.6% |
| 30D | -13.2% | +4.1% | -17.3% | -14.8% |
| 3M | -3.7% | +17.9% | -21.6% | -10.6% |
| 6M | -17.7% | +29.2% | -46.9% | -27.1% |
| YTD | -21.5% | +27.4% | -48.9% | -30.8% |
| 1Y | -24.5% | +56.8% | -81.3% | -40.5% |
| 3Y | +6.9% | +68.0% | -61.1% | -20.2% |
| All | -17.1% | +61.6% | -78.7% | -39.4% |
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