+226.1%
XLI vs EXPE
+123.5%
+102.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +3.8% | -0.5% | +4.2% | +3.9% |
| 30D | +1.0% | -6.1% | +7.1% | +1.9% |
| 3M | -8.9% | -21.3% | +12.4% | -4.7% |
| 6M | -2.3% | +19.0% | -21.3% | -7.8% |
| YTD | +9.7% | -8.4% | +18.1% | +8.4% |
| 1Y | +12.3% | -2.8% | +15.1% | +9.2% |
| 3Y | +71.5% | +120.8% | -49.3% | +29.5% |
| 5Y | +70.2% | +46.2% | +24.0% | +36.5% |
| All | +226.1% | +123.5% | +102.6% | +93.0% |
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 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