+72.2%
F vs XLP
+129.0%
-56.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | -0.2% | +2.3% | -2.6% | -2.3% |
| 30D | +0.9% | +9.1% | -8.2% | -6.8% |
| 3M | -11.3% | +7.9% | -19.2% | -17.3% |
| 6M | +2.0% | +9.6% | -7.6% | -6.7% |
| YTD | -3.2% | +19.4% | -22.6% | -18.5% |
| 1Y | -3.5% | +22.4% | -25.8% | -20.7% |
| 3Y | +48.1% | +43.2% | +4.9% | +3.8% |
| 5Y | -13.5% | +42.6% | -56.1% | -38.5% |
| 10Y | +72.2% | +135.4% | -63.3% | -15.4% |
| All | +72.2% | +129.0% | -56.9% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling