+1.0%
XLU vs EXPE
+48.9%
-47.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.5% | -10.1% | +0.5% |
| 7D | +2.6% | +14.6% | -12.0% | +2.8% |
| 30D | +9.1% | +21.4% | -12.3% | +9.4% |
| 3M | -0.4% | +1.4% | -1.8% | -0.4% |
| 6M | -4.7% | +28.6% | -33.3% | -4.0% |
| YTD | +4.3% | +12.1% | -7.8% | +5.3% |
| 1Y | +1.0% | +50.0% | -49.0% | +0.6% |
| All | +1.0% | +48.9% | -47.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling