+14.1%
XLI vs EXPE
+28.4%
-14.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -2.3% | -8.7% | +6.4% | -1.8% |
| 30D | -8.2% | -13.6% | +5.5% | -7.5% |
| 3M | +0.8% | +26.6% | -25.9% | -1.0% |
| 6M | +0.8% | +19.9% | -19.1% | -0.8% |
| YTD | +10.5% | -1.7% | +12.2% | +10.2% |
| 1Y | +14.1% | +29.4% | -15.3% | +11.0% |
| All | +14.1% | +28.4% | -14.3% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling