+634.6%
XYZ vs EXPD
+329.8%
+304.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.2% |
| 7D | +12.6% | -7.4% | +20.0% | +18.7% |
| 30D | +10.8% | -2.1% | +12.9% | +12.0% |
| 3M | +8.4% | +5.7% | +2.7% | +3.0% |
| 6M | +14.3% | +21.4% | -7.0% | -3.0% |
| YTD | +31.5% | +27.6% | +3.9% | +5.2% |
| 1Y | +28.1% | +36.1% | -8.0% | -3.0% |
| 3Y | +66.2% | +69.9% | -3.7% | -1.3% |
| 5Y | -62.3% | +59.7% | -122.0% | -76.4% |
| 10Y | +634.6% | +323.0% | +311.5% | +125.1% |
| All | +634.6% | +329.8% | +304.7% | +125.1% |
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