+8.1%
XLRE vs EXPD
+61.0%
-52.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | -0.7% | +1.2% | -1.9% | -1.1% |
| 30D | -2.2% | +5.2% | -7.4% | -3.7% |
| 3M | -2.6% | +13.2% | -15.8% | -6.3% |
| 6M | +2.6% | +30.3% | -27.8% | -5.7% |
| YTD | +9.3% | +27.0% | -17.8% | +0.4% |
| 1Y | +7.2% | +57.3% | -50.1% | -9.0% |
| 3Y | +31.3% | +70.0% | -38.7% | +6.1% |
| 5Y | +8.1% | +61.6% | -53.5% | -14.9% |
| All | +8.1% | +61.0% | -52.9% | -14.9% |
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