+124.6%
XLP vs BAX
-36.8%
+161.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +0.7% | +12.1% | -11.4% | -1.8% |
| 30D | +10.3% | +7.6% | +2.7% | +8.3% |
| 3M | +6.5% | -4.5% | +11.0% | +7.3% |
| 6M | +8.4% | +52.0% | -43.6% | -1.9% |
| YTD | +18.2% | +35.1% | -16.9% | +8.4% |
| 1Y | +22.4% | +43.7% | -21.3% | +10.5% |
| 3Y | +41.9% | -20.9% | +62.8% | +43.4% |
| 5Y | +40.9% | -63.5% | +104.4% | +79.3% |
| All | +124.6% | -36.8% | +161.4% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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