+484.0%
V vs XLP
+139.1%
+344.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.1% |
| 7D | +0.9% | +2.5% | -1.6% | -1.2% |
| 30D | +9.0% | +7.3% | +1.7% | +2.5% |
| 3M | +16.7% | +8.1% | +8.6% | +9.0% |
| 6M | +33.4% | +10.5% | +22.9% | +22.0% |
| YTD | +22.4% | +21.2% | +1.2% | +2.0% |
| 1Y | +27.7% | +22.7% | +5.0% | +5.1% |
| 3Y | +78.0% | +44.8% | +33.2% | +24.7% |
| 5Y | +108.5% | +44.7% | +63.8% | +45.2% |
| All | +484.0% | +139.1% | +344.9% | +169.2% |
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