+34.1%
XLP vs EXPE
+111.8%
-77.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.0% | -9.5% | +8.5% | -0.4% |
| 30D | -0.9% | -6.6% | +5.8% | -0.4% |
| 3M | +3.8% | +31.4% | -27.6% | +1.9% |
| 6M | -1.7% | +35.2% | -36.9% | -3.9% |
| YTD | +10.3% | +5.8% | +4.5% | +9.4% |
| 1Y | +7.8% | +38.7% | -30.9% | +4.5% |
| 3Y | +27.2% | +175.8% | -148.6% | +14.9% |
| All | +34.1% | +111.8% | -77.7% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling