+886.2%
TER vs XLP
+126.4%
+759.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.4% |
| 7D | -20.5% | +0.7% | -21.2% | -21.0% |
| 30D | -47.0% | +10.3% | -57.3% | -50.9% |
| 3M | -43.3% | +6.5% | -49.8% | -46.5% |
| 6M | -42.9% | +8.4% | -51.3% | -48.2% |
| YTD | +12.9% | +18.2% | -5.3% | -4.8% |
| 1Y | +18.2% | +22.4% | -4.3% | -3.7% |
| 3Y | +151.8% | +41.9% | +109.9% | +72.0% |
| 5Y | +54.2% | +40.9% | +13.4% | +6.6% |
| All | +886.2% | +126.4% | +759.8% | +392.5% |
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