+593.0%
BE vs XLP
+113.3%
+479.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +4.1% |
| 7D | -14.7% | +0.7% | -15.5% | -15.3% |
| 30D | -40.5% | +10.3% | -50.8% | -44.5% |
| 3M | -24.3% | +6.5% | -30.9% | -28.0% |
| 6M | -39.3% | +8.4% | -47.7% | -44.5% |
| YTD | +99.4% | +18.2% | +81.2% | +67.9% |
| 1Y | +26.6% | +22.4% | +4.2% | +2.6% |
| 3Y | +1,616.9% | +41.9% | +1,575.1% | +1,044.6% |
| 5Y | +441.4% | +40.9% | +400.5% | +264.9% |
| All | +593.0% | +113.3% | +479.7% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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