+22.4%
XLP vs EXPE
-2.5%
+24.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.3% |
| 7D | +2.3% | -11.2% | +13.5% | +3.0% |
| 30D | +9.1% | -7.5% | +16.6% | +9.7% |
| 3M | +7.9% | -19.1% | +26.9% | +8.8% |
| 6M | +9.6% | +10.7% | -1.1% | +11.2% |
| YTD | +19.4% | -9.9% | +29.4% | +20.7% |
| 1Y | +22.4% | -4.6% | +27.0% | +23.2% |
| All | +22.4% | -2.5% | +24.9% | +23.2% |
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