+657.6%
XLV vs EXPE
+770.2%
-112.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -3.7% | -11.5% | +7.8% | -2.0% |
| 30D | -1.1% | -13.1% | +12.0% | +0.8% |
| 3M | +8.2% | +18.1% | -9.9% | +5.4% |
| 6M | +8.9% | +13.3% | -4.4% | +6.4% |
| YTD | +8.5% | -3.2% | +11.8% | +7.7% |
| 1Y | +22.3% | +26.1% | -3.9% | +16.2% |
| 3Y | +32.6% | +151.7% | -119.1% | +11.1% |
| 5Y | +34.4% | +88.3% | -54.0% | +13.7% |
| 10Y | +175.4% | +158.0% | +17.4% | +108.0% |
| All | +657.6% | +770.2% | -112.6% | +300.2% |
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 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