+20.6%
ETN vs XLP
+6.1%
+14.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -2.4% |
| 7D | +6.2% | -2.9% | +9.1% | +4.2% |
| 30D | -6.7% | -2.2% | -4.4% | -7.9% |
| 3M | +3.6% | -0.6% | +4.2% | +3.4% |
| 6M | +18.3% | -2.2% | +20.5% | +17.2% |
| YTD | +31.5% | +8.3% | +23.2% | +39.0% |
| 1Y | +20.6% | +5.7% | +14.8% | +22.8% |
| All | +20.6% | +6.1% | +14.4% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling