+33.2%
BE vs XLP
+22.3%
+10.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.1% |
| 7D | -13.4% | +2.3% | -15.7% | -9.3% |
| 30D | -33.9% | +9.1% | -43.0% | -20.0% |
| 3M | -12.0% | +7.9% | -19.8% | +4.4% |
| 6M | -29.0% | +9.6% | -38.6% | -10.5% |
| YTD | +113.4% | +19.4% | +94.0% | +174.6% |
| 1Y | +33.2% | +22.4% | +10.8% | +82.0% |
| All | +33.2% | +22.3% | +10.9% | +82.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling