+22.7%
XLP vs BEN
+65.1%
-42.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +2.5% | +6.8% | -4.3% | +2.4% |
| 30D | +7.3% | +18.0% | -10.7% | +7.2% |
| 3M | +8.1% | +7.5% | +0.6% | +8.0% |
| 6M | +10.5% | +14.7% | -4.2% | +10.2% |
| YTD | +21.2% | +56.1% | -34.9% | +17.5% |
| 1Y | +22.7% | +69.6% | -46.9% | +17.4% |
| All | +22.7% | +65.1% | -42.4% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling