+139.5%
XLP vs EXPE
+123.5%
+16.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +7.3% | -6.1% | +13.4% | +7.8% |
| 3M | +8.1% | -21.3% | +29.4% | +10.3% |
| 6M | +10.5% | +19.0% | -8.5% | +8.3% |
| YTD | +21.2% | -8.4% | +29.6% | +21.0% |
| 1Y | +22.7% | -2.8% | +25.5% | +21.7% |
| 3Y | +44.8% | +120.8% | -76.0% | +28.9% |
| 5Y | +44.7% | +46.2% | -1.5% | +31.9% |
| All | +139.5% | +123.5% | +16.0% | +88.6% |
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