+26.9%
XLV vs EXPE
+40.7%
-13.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.9% |
| 7D | +0.2% | -9.5% | +9.7% | +0.8% |
| 30D | +4.4% | -6.6% | +11.1% | +4.9% |
| 3M | +13.2% | +31.4% | -18.1% | +11.7% |
| 6M | +10.1% | +35.2% | -25.1% | +8.4% |
| YTD | +11.7% | +5.8% | +5.9% | +12.0% |
| 1Y | +26.9% | +38.7% | -11.7% | +25.2% |
| All | +26.9% | +40.7% | -13.7% | +25.2% |
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