+142.5%
XLC vs EXPE
+148.6%
-6.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -0.8% | -9.5% | +8.7% | +1.4% |
| 30D | +1.0% | -6.6% | +7.7% | +2.5% |
| 3M | -0.7% | +31.4% | -32.1% | -7.1% |
| 6M | -5.1% | +35.2% | -40.3% | -12.5% |
| YTD | -4.3% | +5.8% | -10.1% | -7.2% |
| 1Y | -0.6% | +38.7% | -39.2% | -10.4% |
| 3Y | +72.7% | +175.8% | -103.1% | +26.3% |
| 5Y | +38.0% | +111.8% | -73.8% | +3.1% |
| All | +142.5% | +148.6% | -6.2% | +51.6% |
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 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