+508.9%
XLP vs B
+256.4%
+252.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.0% | -1.6% | +0.6% | -1.0% |
| 30D | -0.9% | +9.4% | -10.3% | -1.3% |
| 3M | +3.8% | +5.0% | -1.2% | +3.5% |
| 6M | -1.7% | -3.5% | +1.8% | -1.8% |
| YTD | +10.3% | +4.5% | +5.8% | +9.7% |
| 1Y | +7.8% | +67.8% | -60.0% | +5.0% |
| 3Y | +27.2% | +196.7% | -169.5% | +20.6% |
| 5Y | +32.5% | +151.9% | -119.4% | +26.0% |
| 10Y | +101.8% | +202.2% | -100.4% | +89.4% |
| All | +508.9% | +256.4% | +252.5% | +459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling