+171.2%
ETN vs XLP
+32.7%
+138.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +2.0% | -1.0% | +3.0% | +2.4% |
| 30D | -7.9% | -0.9% | -7.0% | -7.7% |
| 3M | -1.6% | +3.8% | -5.4% | -4.4% |
| 6M | +16.9% | -1.7% | +18.6% | +16.9% |
| YTD | +30.1% | +10.3% | +19.8% | +22.0% |
| 1Y | +19.3% | +7.8% | +11.5% | +13.1% |
| 3Y | +82.5% | +27.2% | +55.3% | +48.2% |
| All | +171.2% | +32.7% | +138.5% | +104.8% |
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 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