+459.0%
XLU vs EXPE
+770.2%
-311.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.6% | -11.5% | +12.1% | +2.1% |
| 30D | -0.4% | -13.1% | +12.6% | +1.1% |
| 3M | -1.7% | +18.1% | -19.9% | -4.1% |
| 6M | -7.1% | +13.3% | -20.4% | -9.2% |
| YTD | +1.9% | -3.2% | +5.2% | +1.0% |
| 1Y | +6.1% | +26.1% | -20.0% | +1.2% |
| 3Y | +48.8% | +151.7% | -103.0% | +26.7% |
| 5Y | +43.8% | +88.3% | -44.5% | +23.4% |
| 10Y | +143.2% | +158.0% | -14.8% | +87.5% |
| All | +459.0% | +770.2% | -311.2% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling