+1,076.1%
BE vs XLP
+32.7%
+1,043.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.5% |
| 7D | +20.0% | -1.0% | +21.0% | +20.2% |
| 30D | +7.9% | -0.9% | +8.8% | +8.0% |
| 3M | -13.2% | +3.8% | -17.0% | -15.8% |
| 6M | +53.5% | -1.7% | +55.2% | +52.9% |
| YTD | +191.0% | +10.3% | +180.8% | +169.0% |
| 1Y | +360.5% | +7.8% | +352.7% | +329.2% |
| 3Y | +1,568.0% | +27.2% | +1,540.8% | +1,172.1% |
| All | +1,076.1% | +32.7% | +1,043.4% | +819.6% |
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 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