+115.5%
XLRE vs EXPD
+341.7%
-226.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.1% | -7.4% | +9.5% | +4.7% |
| 30D | +7.1% | -2.1% | +9.2% | +7.8% |
| 3M | +1.3% | +5.7% | -4.4% | -1.0% |
| 6M | +2.1% | +21.4% | -19.2% | -5.1% |
| YTD | +13.1% | +27.6% | -14.5% | +2.0% |
| 1Y | +11.9% | +36.1% | -24.2% | -1.7% |
| 3Y | +43.7% | +69.9% | -26.2% | +13.3% |
| 5Y | +9.7% | +59.7% | -49.9% | -12.9% |
| 10Y | +113.0% | +323.0% | -210.0% | +16.4% |
| All | +115.5% | +341.7% | -226.2% | +14.8% |
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