+518.1%
BE vs XLP
+43.1%
+475.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.5% | +12.5% | +13.0% |
| 7D | +4.5% | -0.5% | +5.1% | +4.5% |
| 30D | -20.1% | +8.3% | -28.5% | -20.6% |
| 3M | -0.8% | +8.7% | -9.5% | -1.6% |
| 6M | -26.2% | +11.2% | -37.4% | -28.5% |
| YTD | +141.1% | +20.0% | +121.1% | +121.1% |
| 1Y | +64.8% | +21.3% | +43.5% | +49.6% |
| 3Y | +1,887.4% | +43.8% | +1,843.5% | +1,333.0% |
| 5Y | +518.1% | +43.3% | +474.8% | +381.3% |
| All | +518.1% | +43.1% | +475.0% | +381.3% |
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