+508.9%
XLP vs BAX
+157.6%
+351.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -1.0% | -1.1% | +0.1% | -0.7% |
| 30D | -0.9% | -5.5% | +4.6% | +0.5% |
| 3M | +3.8% | +33.5% | -29.7% | -4.0% |
| 6M | -1.7% | +35.9% | -37.6% | -10.0% |
| YTD | +10.3% | +35.4% | -25.1% | +0.1% |
| 1Y | +7.8% | +9.8% | -2.0% | +2.7% |
| 3Y | +27.2% | -32.7% | +59.9% | +33.9% |
| 5Y | +32.5% | -65.6% | +98.1% | +65.5% |
| 10Y | +101.8% | -34.9% | +136.7% | +107.3% |
| All | +508.9% | +157.6% | +351.3% | +274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling