+561.3%
XLP vs B
+221.3%
+340.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +3.5% | +4.3% | -0.8% | +3.3% |
| 30D | +11.6% | -0.9% | +12.5% | +11.5% |
| 3M | +7.6% | -1.4% | +9.0% | +7.6% |
| 6M | +10.0% | +5.0% | +5.0% | +9.5% |
| YTD | +19.7% | -5.8% | +25.6% | +19.5% |
| 1Y | +23.5% | +25.6% | -2.1% | +21.8% |
| 3Y | +44.0% | +161.6% | -117.6% | +37.1% |
| 5Y | +42.7% | +135.2% | -92.5% | +36.0% |
| 10Y | +131.3% | +170.7% | -39.4% | +118.0% |
| All | +561.3% | +221.3% | +340.0% | +509.5% |
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