+130.4%
EXPE vs XHB
+234.8%
-104.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.8% |
| 7D | -4.2% | -2.4% | -1.8% | -2.4% |
| 30D | -4.5% | +7.1% | -11.6% | -8.8% |
| 3M | -19.7% | -6.0% | -13.7% | -15.2% |
| 6M | +18.3% | +2.1% | +16.2% | +16.5% |
| YTD | -7.3% | -0.6% | -6.7% | -8.5% |
| 1Y | -3.9% | -3.3% | -0.6% | -2.9% |
| 3Y | +123.0% | +34.1% | +88.9% | +64.2% |
| 5Y | +47.9% | +28.6% | +19.3% | +11.4% |
| All | +130.4% | +234.8% | -104.5% | -19.4% |
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