+26.0%
V vs XLP
+22.0%
+4.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.8% | +2.3% | -1.5% | 0.0% |
| 30D | +9.9% | +9.1% | +0.8% | +7.1% |
| 3M | +17.5% | +7.9% | +9.6% | +14.8% |
| 6M | +33.5% | +9.6% | +23.9% | +30.0% |
| YTD | +21.6% | +19.4% | +2.1% | +18.3% |
| All | +26.0% | +22.0% | +4.1% | +21.7% |
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