+544.6%
ETN vs XLP
+139.1%
+405.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.7% |
| 7D | +3.6% | +2.5% | +1.1% | +1.9% |
| 30D | -13.4% | +7.3% | -20.7% | -18.3% |
| 3M | -21.9% | +8.1% | -30.0% | -27.1% |
| 6M | -12.8% | +10.5% | -23.3% | -21.2% |
| YTD | +12.1% | +21.2% | -9.1% | -6.7% |
| 1Y | +0.8% | +22.7% | -21.9% | -17.1% |
| 3Y | +64.5% | +44.8% | +19.7% | +11.2% |
| 5Y | +121.7% | +44.7% | +77.0% | +49.0% |
| All | +544.6% | +139.1% | +405.5% | +201.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling