+136.8%
XLP vs EXPE
+121.2%
+15.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.2% |
| 7D | -0.5% | -17.8% | +17.2% | +1.3% |
| 30D | +8.3% | -3.2% | +11.6% | +8.5% |
| 3M | +8.7% | -19.0% | +27.7% | +10.6% |
| 6M | +11.2% | +17.7% | -6.5% | +9.0% |
| YTD | +20.0% | -7.8% | +27.8% | +19.8% |
| 1Y | +21.3% | -1.4% | +22.7% | +20.1% |
| 3Y | +43.8% | +121.9% | -78.1% | +27.9% |
| 5Y | +43.3% | +44.3% | -0.9% | +30.9% |
| 10Y | +136.8% | +125.4% | +11.3% | +86.7% |
| All | +136.8% | +121.2% | +15.5% | +86.7% |
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 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