+39.5%
EXPE vs XRT
-5.3%
+44.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.1% | -3.3% |
| 7D | -9.3% | +0.9% | -10.2% | -9.4% |
| 30D | +0.1% | +7.9% | -7.8% | -5.4% |
| 3M | -15.3% | -0.2% | -15.1% | -14.3% |
| 6M | +5.5% | +5.6% | -0.1% | +1.9% |
| YTD | -8.0% | +5.7% | -13.6% | -11.2% |
| 1Y | +18.9% | +14.6% | +4.3% | +7.4% |
| 3Y | +135.5% | +50.7% | +84.9% | +64.9% |
| All | +39.5% | -5.3% | +44.8% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling