+29.3%
V vs XLP
+24.3%
+5.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.5% | +2.6% |
| 7D | +9.0% | +5.9% | +3.1% | +6.9% |
| 30D | +18.1% | +13.5% | +4.6% | +13.6% |
| 3M | +18.3% | +8.4% | +9.9% | +15.3% |
| 6M | +34.1% | +11.5% | +22.5% | +30.1% |
| YTD | +25.2% | +20.6% | +4.6% | +20.6% |
| 1Y | +29.3% | +24.3% | +5.0% | +22.7% |
| All | +29.3% | +24.3% | +5.0% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling