+139.5%
XLP vs BEN
+58.7%
+80.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +2.5% | +6.8% | -4.3% | +1.1% |
| 30D | +7.3% | +18.0% | -10.7% | +3.6% |
| 3M | +8.1% | +7.5% | +0.6% | +6.3% |
| 6M | +10.5% | +14.7% | -4.2% | +6.8% |
| YTD | +21.2% | +56.1% | -34.9% | +9.1% |
| 1Y | +22.7% | +69.6% | -46.9% | +8.4% |
| 3Y | +44.8% | +87.7% | -42.9% | +21.9% |
| 5Y | +44.7% | +28.6% | +16.1% | +31.1% |
| All | +139.5% | +58.7% | +80.8% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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