+36.5%
XLB vs EXPE
+111.8%
-75.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | 0.0% |
| 7D | -1.4% | -9.5% | +8.1% | +0.4% |
| 30D | -0.4% | -6.6% | +6.2% | +0.7% |
| 3M | +2.0% | +31.4% | -29.4% | -3.4% |
| 6M | +1.8% | +35.2% | -33.4% | -4.7% |
| YTD | +16.6% | +5.8% | +10.8% | +13.7% |
| 1Y | +16.9% | +38.7% | -21.7% | +7.1% |
| 3Y | +32.6% | +175.8% | -143.2% | +0.8% |
| All | +36.5% | +111.8% | -75.2% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling