+127.5%
XLP vs B
+181.7%
-54.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +3.5% | +4.3% | -0.8% | +3.1% |
| 30D | +11.6% | -0.9% | +12.5% | +11.5% |
| 3M | +7.6% | -1.4% | +9.0% | +7.5% |
| 6M | +10.0% | +5.0% | +5.0% | +9.0% |
| YTD | +19.7% | -5.8% | +25.6% | +19.3% |
| 1Y | +23.5% | +25.6% | -2.1% | +19.9% |
| 3Y | +44.0% | +161.6% | -117.6% | +29.2% |
| 5Y | +42.7% | +135.2% | -92.5% | +28.1% |
| All | +127.5% | +181.7% | -54.2% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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