+153.1%
EXPE vs XRT
+123.1%
+30.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.2% | -5.7% | -6.2% |
| 7D | -9.8% | -0.3% | -9.5% | -9.5% |
| 30D | -11.5% | -5.6% | -5.9% | -7.3% |
| 3M | +21.7% | +2.5% | +19.2% | +19.9% |
| 6M | +10.4% | +3.7% | +6.7% | +7.8% |
| YTD | -2.5% | +1.0% | -3.5% | -3.0% |
| 1Y | +27.3% | -1.2% | +28.5% | +28.9% |
| 3Y | +153.5% | +43.4% | +110.1% | +92.7% |
| 5Y | +91.1% | -0.7% | +91.8% | +85.8% |
| 10Y | +153.1% | +123.7% | +29.4% | +11.1% |
| All | +153.1% | +123.1% | +30.0% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling