+707.7%
BE vs XLP
+115.6%
+592.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | +20.5% | -0.2% | +20.7% | +20.7% |
| 30D | -23.4% | +8.2% | -31.5% | -27.4% |
| 3M | -14.9% | +7.7% | -22.6% | -19.5% |
| 6M | -28.1% | +9.3% | -37.4% | -34.4% |
| YTD | +132.4% | +19.5% | +112.9% | +94.6% |
| 1Y | +59.4% | +21.0% | +38.3% | +31.4% |
| 3Y | +1,815.8% | +43.2% | +1,772.6% | +1,173.5% |
| 5Y | +491.3% | +42.7% | +448.6% | +296.0% |
| All | +707.7% | +115.6% | +592.1% | +291.4% |
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