+110.6%
XLRE vs EXPD
+340.8%
-230.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | -2.8% | +4.1% | -6.9% | -4.2% |
| 3M | -0.2% | +17.9% | -18.1% | -6.0% |
| 6M | +1.9% | +29.2% | -27.3% | -7.5% |
| YTD | +10.6% | +27.4% | -16.8% | 0.0% |
| 1Y | +8.8% | +56.8% | -48.0% | -9.6% |
| 3Y | +31.5% | +68.0% | -36.5% | +4.4% |
| 5Y | +6.6% | +61.9% | -55.3% | -16.0% |
| 10Y | +84.0% | +316.0% | -232.0% | +1.2% |
| All | +110.6% | +340.8% | -230.2% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling