+135.4%
XLP vs ALL
+372.0%
-236.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.7% |
| 7D | +2.3% | -0.1% | +2.5% | +2.4% |
| 30D | +9.1% | +13.8% | -4.7% | +4.8% |
| 3M | +7.9% | -2.8% | +10.6% | +8.6% |
| 6M | +9.6% | +23.7% | -14.1% | +2.2% |
| YTD | +19.4% | +27.3% | -7.8% | +10.0% |
| 1Y | +22.4% | +30.5% | -8.2% | +11.7% |
| 3Y | +43.2% | +113.0% | -69.8% | +9.3% |
| 5Y | +42.6% | +157.6% | -115.0% | -1.1% |
| 10Y | +135.4% | +368.4% | -232.9% | +36.6% |
| All | +135.4% | +372.0% | -236.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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