+8.4%
XLP vs B
+5.8%
+2.6%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.3% | -5.0% | +3.1% |
| 7D | +5.9% | +1.1% | +4.8% | +5.4% |
| 30D | +13.5% | +0.3% | +13.1% | +12.8% |
| 3M | +8.4% | +5.4% | +3.0% | +7.8% |
| All | +8.4% | +5.8% | +2.6% | +7.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling