+227.3%
XLI vs EXPE
+126.2%
+101.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +4.3% | -4.2% | +8.5% | +5.3% |
| 30D | +0.5% | -4.5% | +5.0% | +0.9% |
| 3M | -8.6% | -19.7% | +11.1% | -4.8% |
| 6M | -2.3% | +18.3% | -20.6% | -7.7% |
| YTD | +10.1% | -7.3% | +17.4% | +8.5% |
| 1Y | +11.0% | -3.9% | +14.9% | +8.2% |
| 3Y | +72.3% | +123.0% | -50.7% | +29.8% |
| 5Y | +70.8% | +47.9% | +22.9% | +36.7% |
| All | +227.3% | +126.2% | +101.2% | +93.3% |
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