+262.3%
XLF vs EXPE
+851.4%
-589.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | 0.0% | -9.5% | +9.5% | +3.1% |
| 30D | +0.2% | -6.6% | +6.8% | +2.1% |
| 3M | +11.7% | +31.4% | -19.7% | +1.8% |
| 6M | +13.8% | +35.2% | -21.4% | +1.7% |
| YTD | +7.0% | +5.8% | +1.2% | +2.3% |
| 1Y | +9.1% | +38.7% | -29.5% | -5.3% |
| 3Y | +75.6% | +175.8% | -100.2% | +15.6% |
| 5Y | +66.4% | +111.8% | -45.4% | +12.0% |
| 10Y | +250.3% | +179.7% | +70.6% | +90.3% |
| All | +262.3% | +851.4% | -589.2% | -27.0% |
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