+81.6%
XLF vs EXPE
+121.7%
-40.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +2.7% | -0.5% | +3.1% | +2.7% |
| 30D | +7.6% | -6.1% | +13.7% | +8.5% |
| 3M | +1.1% | -21.3% | +22.4% | +4.8% |
| 6M | +15.9% | +19.0% | -3.1% | +11.4% |
| YTD | +8.4% | -8.4% | +16.9% | +8.2% |
| 1Y | +12.5% | -2.8% | +15.3% | +10.9% |
| 3Y | +81.6% | +120.8% | -39.2% | +51.9% |
| All | +81.6% | +121.7% | -40.1% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling