+38.7%
EXPE vs XRT
+3.4%
+35.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.6% |
| 7D | -9.5% | +0.8% | -10.3% | -10.2% |
| 30D | -6.6% | -4.2% | -2.4% | -2.7% |
| 3M | +31.4% | +5.1% | +26.3% | +26.4% |
| 6M | +35.2% | +2.4% | +32.8% | +32.9% |
| YTD | +5.8% | +3.2% | +2.6% | +3.5% |
| 1Y | +38.7% | +1.5% | +37.1% | +32.9% |
| All | +38.7% | +3.4% | +35.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling