+118.5%
EXPE vs XRT
+163.3%
-44.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -2.9% |
| 7D | -13.3% | +2.5% | -15.8% | -14.5% |
| 30D | -5.5% | +10.3% | -15.8% | -11.8% |
| 3M | -16.5% | +2.4% | -18.8% | -17.3% |
| 6M | +13.1% | +10.0% | +3.1% | +6.2% |
| YTD | -8.0% | +9.5% | -17.5% | -13.4% |
| 1Y | +1.1% | +17.2% | -16.1% | -9.5% |
| 3Y | +131.2% | +62.0% | +69.2% | +60.5% |
| 5Y | +39.8% | -2.1% | +41.9% | +37.7% |
| 10Y | +118.5% | +152.6% | -34.1% | -10.6% |
| All | +118.5% | +163.3% | -44.8% | -10.6% |
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