+56.4%
V vs XLP
+27.4%
+29.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -1.7% | -1.0% | -0.7% | -1.1% |
| 30D | +2.0% | -0.9% | +2.8% | +2.5% |
| 3M | +17.4% | +3.8% | +13.5% | +14.9% |
| 6M | +17.5% | -1.7% | +19.2% | +18.6% |
| YTD | +7.6% | +10.3% | -2.7% | +0.1% |
| 1Y | +7.7% | +7.8% | -0.1% | +1.9% |
| All | +56.4% | +27.4% | +29.0% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling