+141.4%
XLC vs EXPE
+129.0%
+12.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.9% | +7.4% | +1.3% |
| 7D | +0.6% | -9.8% | +10.3% | +2.9% |
| 30D | +0.2% | -11.5% | +11.7% | +2.9% |
| 3M | +0.6% | +21.7% | -21.1% | -4.3% |
| 6M | -4.5% | +10.4% | -14.9% | -7.6% |
| YTD | -4.7% | -2.5% | -2.2% | -6.0% |
| 1Y | -1.7% | +27.3% | -29.0% | -9.7% |
| 3Y | +72.3% | +153.5% | -81.2% | +28.4% |
| 5Y | +37.8% | +91.1% | -53.3% | +5.3% |
| All | +141.4% | +129.0% | +12.3% | +53.7% |
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