+42.0%
XLP vs A
+15.4%
+26.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +10.3% | +3.4% | +6.9% | +9.7% |
| 3M | +6.5% | +23.8% | -17.3% | +3.1% |
| 6M | +8.4% | +49.0% | -40.6% | +1.6% |
| YTD | +18.2% | +29.4% | -11.2% | +13.1% |
| 1Y | +22.4% | +19.4% | +3.0% | +18.7% |
| 3Y | +41.9% | +66.2% | -24.3% | +26.3% |
| All | +42.0% | +15.4% | +26.6% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling