+101.4%
XLP vs BEN
+57.9%
+43.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -0.9% | -0.5% | -0.3% | -0.8% |
| 3M | +3.8% | +9.7% | -5.9% | +1.6% |
| 6M | -1.7% | +33.9% | -35.6% | -8.1% |
| YTD | +10.3% | +49.0% | -38.7% | +0.6% |
| 1Y | +7.8% | +42.1% | -34.3% | -0.9% |
| 3Y | +27.2% | +51.9% | -24.7% | +13.0% |
| 5Y | +32.5% | +39.0% | -6.5% | +17.4% |
| All | +101.4% | +57.9% | +43.4% | +59.2% |
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