+43.7%
XLP vs A
+61.4%
-17.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.5% |
| 7D | +3.5% | -5.2% | +8.7% | +3.9% |
| 30D | +11.6% | +1.4% | +10.1% | +11.3% |
| 3M | +7.6% | +21.9% | -14.3% | +5.6% |
| 6M | +10.0% | +46.7% | -36.6% | +5.8% |
| YTD | +19.7% | +27.2% | -7.5% | +16.8% |
| 1Y | +23.5% | +17.9% | +5.5% | +21.5% |
| All | +43.7% | +61.4% | -17.7% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling