+215.2%
XLY vs EXPE
+169.0%
+46.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | -1.7% | -5.8% | +4.1% | -0.2% |
| 30D | -4.2% | -13.6% | +9.4% | -0.5% |
| 3M | -2.7% | +25.2% | -27.9% | -9.2% |
| 6M | -0.6% | +22.3% | -23.0% | -7.1% |
| YTD | -5.0% | -0.3% | -4.7% | -7.1% |
| 1Y | -4.1% | +27.8% | -31.9% | -13.5% |
| 3Y | +33.6% | +162.4% | -128.8% | -6.0% |
| 5Y | +28.7% | +95.8% | -67.1% | -5.5% |
| All | +215.2% | +169.0% | +46.2% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling