+454.5%
V vs XLP
+129.0%
+325.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.6% | +2.3% | -1.7% | -1.4% |
| 30D | +9.7% | +9.1% | +0.6% | +1.7% |
| 3M | +17.3% | +7.9% | +9.4% | +9.7% |
| 6M | +33.2% | +9.6% | +23.6% | +22.6% |
| YTD | +21.3% | +19.4% | +1.9% | +2.4% |
| 1Y | +27.3% | +22.4% | +5.0% | +5.0% |
| 3Y | +76.1% | +43.2% | +32.9% | +24.5% |
| 5Y | +103.5% | +42.6% | +60.9% | +43.5% |
| 10Y | +454.5% | +135.4% | +319.0% | +156.8% |
| All | +454.5% | +129.0% | +325.4% | +156.8% |
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