+730.6%
XLI vs EXPE
+723.5%
+7.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 1Y | +12.3% | -2.8% | +15.1% | +9.1% |
| 3Y | +71.5% | +120.8% | -49.3% | +31.1% |
| 5Y | +70.2% | +46.2% | +24.0% | +37.4% |
| 10Y | +227.5% | +123.8% | +103.6% | +116.2% |
| All | +730.6% | +723.5% | +7.1% | +189.9% |
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