+531.6%
XLP vs EXPE
+851.4%
-319.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -1.0% | -9.5% | +8.5% | 0.0% |
| 30D | -0.9% | -6.6% | +5.8% | -0.2% |
| 3M | +3.8% | +31.4% | -27.6% | +0.7% |
| 6M | -1.7% | +35.2% | -36.9% | -5.4% |
| YTD | +10.3% | +5.8% | +4.5% | +8.6% |
| 1Y | +7.8% | +38.7% | -30.9% | +2.6% |
| 3Y | +27.2% | +175.8% | -148.6% | +9.9% |
| 5Y | +32.5% | +111.8% | -79.3% | +15.0% |
| 10Y | +101.8% | +179.7% | -77.9% | +61.0% |
| All | +531.6% | +851.4% | -319.8% | +272.4% |
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