+34.1%
XLP vs BEN
+39.3%
-5.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.3% |
| 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% | +2.2% |
| 6M | -1.7% | +33.9% | -35.6% | -6.4% |
| YTD | +10.3% | +49.0% | -38.7% | +3.0% |
| 1Y | +7.8% | +42.1% | -34.3% | +1.4% |
| 3Y | +27.2% | +51.9% | -24.7% | +16.6% |
| All | +34.1% | +39.3% | -5.2% | +20.4% |
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 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