+599.5%
XYZ vs EXPD
+304.0%
+295.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +3.4% |
| 7D | +12.1% | -7.2% | +19.3% | +17.9% |
| 30D | +12.4% | -3.3% | +15.6% | +14.5% |
| 3M | +8.2% | +3.4% | +4.8% | +4.5% |
| 6M | +20.7% | +22.7% | -2.0% | +1.6% |
| YTD | +31.3% | +24.5% | +6.8% | +7.0% |
| 1Y | +20.5% | +38.6% | -18.1% | -10.3% |
| 3Y | +72.6% | +71.5% | +1.1% | +1.4% |
| 5Y | -64.0% | +56.2% | -120.2% | -77.0% |
| All | +599.5% | +304.0% | +295.5% | +132.2% |
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 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