+1,227.5%
EXPE vs XRT
+529.0%
+698.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.1% | -3.4% |
| 7D | -9.3% | +0.9% | -10.2% | -9.4% |
| 30D | +0.1% | +7.9% | -7.8% | -5.2% |
| 3M | -15.3% | -0.2% | -15.1% | -14.3% |
| 6M | +5.5% | +5.6% | -0.1% | +2.0% |
| YTD | -8.0% | +5.7% | -13.6% | -11.1% |
| 1Y | +18.9% | +14.6% | +4.3% | +7.6% |
| 3Y | +135.5% | +50.7% | +84.9% | +67.5% |
| 5Y | +44.3% | -4.8% | +49.1% | +48.3% |
| 10Y | +117.7% | +152.6% | -34.9% | -14.1% |
| All | +1,227.5% | +529.0% | +698.5% | +95.0% |
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 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