+22.2%
XLP vs EXPE
-0.5%
+22.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | -13.3% | +13.4% | +0.8% |
| 30D | +8.9% | -5.5% | +14.4% | +9.4% |
| 3M | +7.5% | -16.5% | +23.9% | +8.3% |
| 6M | +9.4% | +13.1% | -3.7% | +10.9% |
| YTD | +19.3% | -8.0% | +27.3% | +20.4% |
| All | +22.2% | -0.5% | +22.6% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling