+32.8%
XLRE vs EXPD
+66.3%
-33.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -2.4% | +4.1% | -6.5% | -3.2% |
| 3M | +0.6% | +13.8% | -13.2% | -2.3% |
| 6M | +3.9% | +27.3% | -23.3% | -1.6% |
| YTD | +10.5% | +25.4% | -15.0% | +4.1% |
| 1Y | +8.4% | +54.4% | -46.0% | -4.3% |
| 3Y | +32.8% | +67.9% | -35.1% | +7.7% |
| All | +32.8% | +66.3% | -33.5% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling