-1.5%
XLY vs EXPE
+40.7%
-42.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | -2.0% | -9.5% | +7.6% | -0.4% |
| 30D | -3.1% | -6.6% | +3.5% | -2.1% |
| 3M | -1.8% | +31.4% | -33.2% | -6.2% |
| 6M | -0.9% | +35.2% | -36.1% | -6.0% |
| YTD | -3.4% | +5.8% | -9.2% | -5.7% |
| 1Y | -1.5% | +38.7% | -40.2% | -7.7% |
| All | -1.5% | +40.7% | -42.2% | -7.7% |
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