+147.5%
XEL vs EXPE
+165.2%
-17.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | -1.2% | -8.7% | +7.4% | -0.6% |
| 30D | -2.9% | -13.6% | +10.7% | -2.0% |
| 3M | -2.7% | +26.6% | -29.4% | -4.5% |
| 6M | -6.5% | +19.9% | -26.5% | -8.1% |
| YTD | +3.6% | -1.7% | +5.3% | +3.1% |
| 1Y | +7.5% | +29.4% | -21.9% | +4.1% |
| 3Y | +46.3% | +155.7% | -109.3% | +30.7% |
| 5Y | +30.5% | +93.1% | -62.5% | +16.8% |
| All | +147.5% | +165.2% | -17.7% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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