+393.1%
XYL vs EXPD
+410.8%
-17.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.1% |
| 7D | +5.9% | -7.2% | +13.0% | +9.7% |
| 30D | -3.9% | -3.3% | -0.6% | -2.6% |
| 3M | -18.7% | +3.4% | -22.1% | -20.6% |
| 6M | -16.9% | +22.7% | -39.6% | -25.9% |
| YTD | -27.4% | +24.5% | -51.9% | -36.8% |
| 1Y | -34.0% | +38.6% | -72.7% | -45.9% |
| 3Y | +5.6% | +71.5% | -65.9% | -24.8% |
| 5Y | -20.6% | +56.2% | -76.8% | -41.6% |
| 10Y | +133.4% | +310.5% | -177.1% | +3.4% |
| All | +393.1% | +410.8% | -17.7% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling