+760.2%
XLI vs EXPE
+851.4%
-91.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -1.1% | -9.5% | +8.5% | +1.3% |
| 30D | -5.9% | -6.6% | +0.7% | -4.6% |
| 3M | -0.3% | +31.4% | -31.6% | -7.2% |
| 6M | +0.1% | +35.2% | -35.1% | -8.3% |
| YTD | +13.6% | +5.8% | +7.8% | +9.4% |
| 1Y | +17.2% | +38.7% | -21.5% | +4.8% |
| 3Y | +68.2% | +175.8% | -107.6% | +22.3% |
| 5Y | +80.7% | +111.8% | -31.1% | +33.5% |
| 10Y | +253.3% | +179.7% | +73.5% | +123.0% |
| All | +760.2% | +851.4% | -91.2% | +192.9% |
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