+41.9%
XLP vs EXPE
+131.0%
-89.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -0.9% |
| 7D | +0.7% | -9.3% | +10.1% | +1.3% |
| 30D | +10.3% | +0.1% | +10.1% | +10.3% |
| 3M | +6.5% | -15.3% | +21.9% | +7.5% |
| 6M | +8.4% | +5.5% | +2.9% | +8.2% |
| YTD | +18.2% | -8.0% | +26.2% | +18.7% |
| 1Y | +22.4% | +18.9% | +3.6% | +20.5% |
| 3Y | +41.9% | +135.5% | -93.6% | +29.0% |
| All | +41.9% | +131.0% | -89.1% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling