+128.8%
XLP vs BG
+95.6%
+33.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.5% |
| 7D | +0.1% | +7.4% | -7.3% | -1.1% |
| 30D | +8.9% | -1.5% | +10.5% | +9.2% |
| 3M | +7.5% | -6.1% | +13.5% | +8.3% |
| 6M | +9.4% | -18.0% | +27.5% | +12.7% |
| YTD | +19.3% | +15.6% | +3.6% | +15.1% |
| 1Y | +21.7% | +9.6% | +12.2% | +18.6% |
| 3Y | +44.0% | +6.3% | +37.7% | +39.2% |
| 5Y | +42.8% | +24.6% | +18.2% | +31.5% |
| 10Y | +128.8% | +98.1% | +30.6% | +76.1% |
| All | +128.8% | +95.6% | +33.1% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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