+129.3%
EXPE vs XHB
+240.7%
-111.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | -17.8% | -4.1% | -13.6% | -14.8% |
| 30D | -3.2% | +9.6% | -12.9% | -9.2% |
| 3M | -19.0% | -6.0% | -13.0% | -14.5% |
| 6M | +17.7% | +2.2% | +15.5% | +15.8% |
| YTD | -7.8% | +1.1% | -8.9% | -10.1% |
| 1Y | -1.4% | -1.7% | +0.4% | -1.5% |
| 3Y | +121.9% | +36.5% | +85.5% | +61.2% |
| 5Y | +44.3% | +33.5% | +10.8% | +5.4% |
| All | +129.3% | +240.7% | -111.5% | -20.9% |
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