+1,426.2%
EXPE vs XRT
+514.3%
+911.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 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% | +3.1% |
| 1Y | +38.7% | +1.5% | +37.1% | +37.1% |
| 3Y | +175.8% | +40.6% | +135.2% | +106.1% |
| 5Y | +111.8% | -1.0% | +112.8% | +107.5% |
| 10Y | +179.7% | +128.4% | +51.3% | +19.3% |
| All | +1,426.2% | +514.3% | +911.9% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling