+20.9%
XLB vs EXPE
-1.9%
+22.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | 0.0% | -4.2% | +4.2% | +0.4% |
| 30D | +5.3% | -4.5% | +9.8% | +5.8% |
| 3M | 0.0% | -19.7% | +19.7% | +1.6% |
| 6M | +1.2% | +18.3% | -17.1% | +0.7% |
| YTD | +16.9% | -7.3% | +24.2% | +18.5% |
| 1Y | +20.9% | -3.9% | +24.8% | +21.1% |
| All | +20.9% | -1.9% | +22.8% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling