+59.3%
XLF vs EXPE
+46.0%
+13.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +2.7% | -0.5% | +3.1% | +2.7% |
| 30D | +7.6% | -6.1% | +13.7% | +8.6% |
| 3M | +1.1% | -21.3% | +22.4% | +5.5% |
| 6M | +15.9% | +19.0% | -3.1% | +10.4% |
| YTD | +8.4% | -8.4% | +16.9% | +8.0% |
| 1Y | +12.5% | -2.8% | +15.3% | +10.4% |
| 3Y | +81.6% | +120.8% | -39.2% | +42.2% |
| All | +59.3% | +46.0% | +13.3% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling