+409.5%
XLE vs EXPE
+729.3%
-319.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.3% |
| 7D | -0.2% | -17.8% | +17.5% | +4.5% |
| 30D | -4.0% | -3.2% | -0.8% | -4.1% |
| 3M | +4.6% | -19.0% | +23.6% | +8.8% |
| 6M | +12.3% | +17.7% | -5.4% | +5.0% |
| YTD | +44.5% | -7.8% | +52.3% | +40.9% |
| 1Y | +42.4% | -1.4% | +43.8% | +35.9% |
| 3Y | +67.0% | +121.9% | -54.9% | +21.9% |
| 5Y | +161.9% | +44.3% | +117.7% | +102.2% |
| 10Y | +173.9% | +125.4% | +48.5% | +69.2% |
| All | +409.5% | +729.3% | -319.8% | +46.8% |
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