+42.0%
XLP vs BEN
+19.4%
+22.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -2.0% |
| 7D | +0.7% | +6.6% | -5.9% | -0.2% |
| 30D | +10.3% | +3.8% | +6.4% | +9.6% |
| 3M | +6.5% | +0.2% | +6.3% | +6.4% |
| 6M | +8.4% | +10.4% | -2.1% | +6.4% |
| YTD | +18.2% | +46.2% | -28.0% | +10.4% |
| 1Y | +22.4% | +52.3% | -29.8% | +13.5% |
| 3Y | +41.9% | +65.9% | -24.0% | +26.9% |
| All | +42.0% | +19.4% | +22.6% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling