+39.5%
XLC vs EXPE
+40.1%
-0.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +7.1% | -13.3% | +20.4% | +10.0% |
| 30D | -2.7% | -5.5% | +2.8% | -2.1% |
| 3M | -3.2% | -16.5% | +13.3% | -0.1% |
| 6M | -7.7% | +13.1% | -20.7% | -11.4% |
| YTD | -8.0% | -8.0% | 0.0% | -8.6% |
| 1Y | -3.1% | +1.1% | -4.1% | -6.1% |
| 3Y | +64.9% | +131.2% | -66.3% | +22.6% |
| 5Y | +39.5% | +39.8% | -0.2% | +11.6% |
| All | +39.5% | +40.1% | -0.5% | +11.6% |
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