+80.9%
XLI vs EXPE
+89.3%
-8.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -0.6% | -11.5% | +10.9% | +1.5% |
| 30D | -6.9% | -13.1% | +6.1% | -4.9% |
| 3M | -1.9% | +18.1% | -20.1% | -5.4% |
| 6M | +1.0% | +13.3% | -12.2% | -2.2% |
| YTD | +11.3% | -3.2% | +14.6% | +10.2% |
| 1Y | +15.8% | +26.1% | -10.3% | +8.0% |
| 3Y | +69.8% | +151.7% | -81.9% | +34.0% |
| 5Y | +80.9% | +88.3% | -7.5% | +42.7% |
| All | +80.9% | +89.3% | -8.4% | +42.7% |
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