+5,563.1%
ETN vs XLP
+574.6%
+4,988.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.4% |
| 7D | -1.8% | +0.1% | -1.9% | -2.4% |
| 30D | -16.4% | +8.9% | -25.3% | -23.1% |
| 3M | -19.9% | +7.5% | -27.4% | -25.9% |
| 6M | -10.3% | +9.4% | -19.7% | -19.7% |
| YTD | +13.8% | +19.3% | -5.5% | -5.7% |
| 1Y | -3.1% | +21.7% | -24.8% | -21.3% |
| 3Y | +70.1% | +44.0% | +26.2% | +15.3% |
| 5Y | +122.3% | +42.8% | +79.5% | +51.4% |
| 10Y | +561.5% | +128.8% | +432.7% | +196.0% |
| All | +5,563.1% | +574.6% | +4,988.5% | +960.4% |
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 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