+532.2%
BE vs XLP
+44.5%
+487.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.0% |
| 7D | +10.8% | +2.5% | +8.3% | +10.7% |
| 30D | -19.8% | +7.3% | -27.1% | -20.1% |
| 3M | -18.7% | +8.1% | -26.8% | -19.2% |
| 6M | -33.7% | +10.5% | -44.2% | -35.3% |
| YTD | +121.0% | +21.2% | +99.8% | +102.3% |
| 1Y | +85.4% | +22.7% | +62.7% | +67.8% |
| 3Y | +1,709.5% | +44.8% | +1,664.7% | +1,203.9% |
| All | +532.2% | +44.5% | +487.7% | +387.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling