+136.2%
XLP vs BG
+107.5%
+28.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.2% | +1.5% | -1.7% | -0.5% |
| 30D | +8.2% | -7.0% | +15.2% | +9.5% |
| 3M | +7.7% | -10.0% | +17.7% | +9.4% |
| 6M | +9.3% | -19.8% | +29.1% | +13.0% |
| YTD | +19.5% | +14.3% | +5.2% | +15.6% |
| 1Y | +21.0% | +6.5% | +14.5% | +18.5% |
| 3Y | +43.2% | +4.4% | +38.9% | +38.9% |
| 5Y | +42.7% | +20.2% | +22.5% | +32.3% |
| All | +136.2% | +107.5% | +28.6% | +83.8% |
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