+104.9%
EXPE vs XRT
-1.0%
+105.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.5% |
| 7D | -9.5% | +0.8% | -10.3% | -10.1% |
| 30D | -6.6% | -4.2% | -2.4% | -3.1% |
| 3M | +31.4% | +5.1% | +26.3% | +26.4% |
| 6M | +35.2% | +2.4% | +32.8% | +32.5% |
| YTD | +5.8% | +3.2% | +2.6% | +3.2% |
| 1Y | +38.7% | +1.5% | +37.1% | +37.0% |
| 3Y | +175.8% | +40.6% | +135.2% | +104.5% |
| All | +104.9% | -1.0% | +105.9% | +87.0% |
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