+395.4%
XLE vs EXPE
+727.6%
-332.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +1.2% |
| 7D | -12.0% | -9.3% | -2.7% | -10.4% |
| 30D | -2.7% | +0.1% | -2.9% | -3.7% |
| 3M | +6.6% | -15.3% | +21.9% | +9.6% |
| 6M | +9.5% | +5.5% | +4.1% | +5.2% |
| YTD | +40.6% | -8.0% | +48.5% | +37.1% |
| 1Y | +43.6% | +18.9% | +24.7% | +29.6% |
| 3Y | +58.1% | +135.5% | -77.5% | +13.3% |
| 5Y | +152.2% | +44.3% | +107.9% | +94.6% |
| 10Y | +172.9% | +117.7% | +55.2% | +70.2% |
| All | +395.4% | +727.6% | -332.2% | +42.9% |
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