+911.5%
BE vs XLP
+99.0%
+812.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.9% |
| 7D | +20.0% | -1.0% | +21.0% | +20.7% |
| 30D | +7.9% | -0.9% | +8.8% | +8.3% |
| 3M | -13.2% | +3.8% | -17.0% | -18.0% |
| 6M | +53.5% | -1.7% | +55.2% | +51.0% |
| YTD | +191.0% | +10.3% | +180.8% | +158.0% |
| 1Y | +360.5% | +7.8% | +352.7% | +311.4% |
| 3Y | +1,568.0% | +27.2% | +1,540.8% | +1,127.4% |
| 5Y | +1,055.2% | +32.5% | +1,022.7% | +712.7% |
| All | +911.5% | +99.0% | +812.5% | +418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling