+167.7%
XLB vs EXPE
+119.8%
+47.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.4% | -13.3% | +12.0% | +1.5% |
| 30D | +7.1% | -5.5% | +12.6% | +8.0% |
| 3M | +0.6% | -16.5% | +17.1% | +3.9% |
| 6M | +3.5% | +13.1% | -9.6% | -0.7% |
| YTD | +18.2% | -8.0% | +26.2% | +17.2% |
| 1Y | +25.6% | +1.1% | +24.5% | +21.4% |
| 3Y | +46.7% | +131.2% | -84.5% | +10.5% |
| 5Y | +30.9% | +39.8% | -8.9% | +7.0% |
| 10Y | +167.7% | +118.5% | +49.3% | +62.4% |
| All | +167.7% | +119.8% | +47.9% | +62.4% |
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