+88.9%
XLRE vs EXPD
+316.4%
-227.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.6% |
| 7D | -0.7% | +1.2% | -1.9% | -1.1% |
| 30D | -2.2% | +5.2% | -7.4% | -4.0% |
| 3M | -2.6% | +13.2% | -15.8% | -7.0% |
| 6M | +2.6% | +30.3% | -27.8% | -7.3% |
| YTD | +9.3% | +27.0% | -17.8% | -1.2% |
| 1Y | +7.2% | +57.3% | -50.1% | -11.3% |
| 3Y | +31.3% | +70.0% | -38.7% | +3.4% |
| 5Y | +8.1% | +61.6% | -53.5% | -15.0% |
| 10Y | +88.9% | +321.1% | -232.1% | +4.4% |
| All | +88.9% | +316.4% | -227.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling