+5,601.4%
ETN vs XLP
+578.7%
+5,022.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.4% |
| 7D | +2.4% | -0.5% | +3.0% | +2.9% |
| 30D | -15.2% | +8.3% | -23.6% | -21.6% |
| 3M | -21.2% | +8.7% | -29.9% | -27.7% |
| 6M | -13.5% | +11.2% | -24.6% | -23.6% |
| YTD | +14.5% | +20.0% | -5.5% | -5.6% |
| 1Y | -0.9% | +21.3% | -22.2% | -19.2% |
| 3Y | +68.6% | +43.8% | +24.8% | +14.5% |
| 5Y | +129.0% | +43.3% | +85.7% | +55.6% |
| 10Y | +556.1% | +136.8% | +419.4% | +185.3% |
| All | +5,601.4% | +578.7% | +5,022.6% | +962.2% |
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