+3,422.7%
V vs XLP
+452.9%
+2,969.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.5% | +0.6% |
| 7D | +9.0% | +5.9% | +3.1% | +3.2% |
| 30D | +18.1% | +13.5% | +4.6% | +4.5% |
| 3M | +18.3% | +8.4% | +9.9% | +9.3% |
| 6M | +34.1% | +11.5% | +22.5% | +20.2% |
| YTD | +25.2% | +20.6% | +4.6% | +2.9% |
| 1Y | +29.3% | +24.3% | +5.0% | +3.1% |
| 3Y | +83.4% | +45.1% | +38.3% | +24.3% |
| 5Y | +117.2% | +44.6% | +72.6% | +46.5% |
| 10Y | +483.0% | +133.1% | +349.9% | +139.2% |
| All | +3,422.7% | +452.9% | +2,969.8% | +480.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling