+585.9%
XLP vs EXPE
+769.8%
-183.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.7% | +13.0% | +0.7% |
| 7D | +3.5% | -3.6% | +7.1% | +3.7% |
| 30D | +11.6% | +4.8% | +6.8% | +10.8% |
| 3M | +7.6% | -14.6% | +22.3% | +9.1% |
| 6M | +10.0% | +10.0% | +0.1% | +8.3% |
| YTD | +19.7% | -3.3% | +23.0% | +18.7% |
| 1Y | +23.5% | +28.4% | -4.9% | +18.3% |
| 3Y | +44.0% | +145.1% | -101.1% | +26.0% |
| 5Y | +42.7% | +51.6% | -9.0% | +28.7% |
| 10Y | +131.3% | +128.8% | +2.5% | +88.4% |
| All | +585.9% | +769.8% | -183.9% | +307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling