+9.7%
XLRE vs EXPD
+60.8%
-51.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.1% | -7.4% | +9.5% | +4.3% |
| 30D | +7.1% | -2.1% | +9.2% | +7.7% |
| 3M | +1.3% | +5.7% | -4.4% | -0.7% |
| 6M | +2.1% | +21.4% | -19.2% | -4.1% |
| YTD | +13.1% | +27.6% | -14.5% | +3.3% |
| 1Y | +11.9% | +36.1% | -24.2% | -0.2% |
| 3Y | +43.7% | +69.9% | -26.2% | +15.0% |
| 5Y | +9.7% | +59.7% | -49.9% | -12.1% |
| All | +9.7% | +60.8% | -51.1% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling