+137.2%
XLP vs A
+309.8%
-172.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +8.3% | +3.3% | +5.1% | +7.4% |
| 3M | +8.7% | +18.5% | -9.9% | +4.3% |
| 6M | +11.2% | +59.3% | -48.1% | -1.1% |
| YTD | +20.0% | +31.0% | -11.0% | +11.5% |
| 1Y | +21.3% | +19.3% | +2.0% | +15.3% |
| 3Y | +43.8% | +66.8% | -23.0% | +21.6% |
| 5Y | +43.3% | +15.5% | +27.8% | +32.4% |
| All | +137.2% | +309.8% | -172.6% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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