+6,375.6%
ETN vs XLP
+523.7%
+5,851.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.1% |
| 7D | +2.0% | -1.0% | +3.0% | +2.8% |
| 30D | -7.9% | -0.9% | -7.0% | -7.5% |
| 3M | -1.6% | +3.8% | -5.4% | -6.5% |
| 6M | +16.9% | -1.7% | +18.6% | +16.2% |
| YTD | +30.1% | +10.3% | +19.8% | +16.7% |
| 1Y | +19.3% | +7.8% | +11.5% | +8.5% |
| 3Y | +82.5% | +27.2% | +55.3% | +39.6% |
| 5Y | +166.8% | +32.5% | +134.3% | +96.2% |
| 10Y | +649.7% | +101.8% | +547.9% | +278.9% |
| All | +6,375.6% | +523.7% | +5,851.9% | +1,213.0% |
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