+164.2%
XLB vs EXPE
+123.5%
+40.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | +5.2% | -6.1% | +11.2% | +6.2% |
| 3M | +0.3% | -21.3% | +21.6% | +5.0% |
| 6M | +1.2% | +19.0% | -17.8% | -4.0% |
| YTD | +16.6% | -8.4% | +25.1% | +15.7% |
| 1Y | +21.4% | -2.8% | +24.2% | +18.5% |
| 3Y | +43.2% | +120.8% | -77.5% | +9.2% |
| 5Y | +28.0% | +46.2% | -18.1% | +3.4% |
| All | +164.2% | +123.5% | +40.6% | +59.4% |
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