+127.7%
EXPE vs XHB
+237.3%
-109.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -6.1% | +9.9% | -16.0% | -12.1% |
| 3M | -21.3% | -6.3% | -15.0% | -16.7% |
| 6M | +19.0% | +3.8% | +15.2% | +15.6% |
| YTD | -8.4% | +0.1% | -8.6% | -10.1% |
| 1Y | -2.8% | -0.8% | -2.0% | -3.7% |
| 3Y | +120.8% | +35.6% | +85.1% | +61.1% |
| 5Y | +46.2% | +29.6% | +16.6% | +9.4% |
| All | +127.7% | +237.3% | -109.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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