+70.1%
ETN vs XLP
+43.2%
+26.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +5.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.5% |
| 30D | -16.4% | +8.9% | -25.3% | -14.0% |
| 3M | -19.9% | +7.5% | -27.4% | -17.8% |
| 6M | -10.3% | +9.4% | -19.7% | -7.8% |
| YTD | +13.8% | +19.3% | -5.5% | +16.5% |
| 1Y | -3.1% | +21.7% | -24.8% | -0.8% |
| 3Y | +70.1% | +44.0% | +26.2% | +61.3% |
| All | +70.1% | +43.2% | +26.9% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling