+246.5%
XLF vs EXPE
+165.2%
+81.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -2.9% | -8.7% | +5.8% | -0.7% |
| 30D | -1.6% | -13.6% | +12.0% | +2.0% |
| 3M | +9.3% | +26.6% | -17.4% | +1.9% |
| 6M | +14.6% | +19.9% | -5.4% | +7.9% |
| YTD | +4.7% | -1.7% | +6.4% | +2.8% |
| 1Y | +8.6% | +29.4% | -20.8% | -2.0% |
| 3Y | +73.9% | +155.7% | -81.8% | +23.4% |
| 5Y | +65.0% | +93.1% | -28.0% | +20.0% |
| All | +246.5% | +165.2% | +81.4% | +95.3% |
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