+102.6%
V vs XLP
+43.0%
+59.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -2.7% |
| 7D | +2.9% | +3.5% | -0.5% | +0.5% |
| 30D | +14.0% | +11.6% | +2.5% | +5.5% |
| 3M | +14.9% | +7.6% | +7.2% | +9.0% |
| 6M | +31.7% | +10.0% | +21.7% | +22.9% |
| YTD | +21.2% | +19.7% | +1.5% | +5.1% |
| 1Y | +25.3% | +23.5% | +1.8% | +5.8% |
| 3Y | +77.5% | +44.0% | +33.5% | +31.5% |
| 5Y | +102.6% | +42.7% | +59.9% | +51.9% |
| All | +102.6% | +43.0% | +59.6% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling