+478.0%
XLB vs EXPE
+727.6%
-249.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.1% | +0.5% |
| 7D | -1.5% | -9.3% | +7.8% | +0.5% |
| 30D | +6.1% | +0.1% | +5.9% | +5.5% |
| 3M | 0.0% | -15.3% | +15.4% | +3.3% |
| 6M | 0.0% | +5.5% | -5.5% | -2.9% |
| YTD | +16.0% | -8.0% | +24.0% | +14.7% |
| 1Y | +24.7% | +18.9% | +5.9% | +14.8% |
| 3Y | +40.4% | +135.5% | -95.2% | +3.9% |
| 5Y | +30.7% | +44.3% | -13.6% | +4.9% |
| 10Y | +173.3% | +117.7% | +55.5% | +77.3% |
| All | +478.0% | +727.6% | -249.6% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling