+44.8%
XLP vs BG
+6.5%
+38.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.2% |
| 7D | +2.5% | +2.6% | -0.1% | +2.2% |
| 30D | +7.3% | -6.7% | +14.0% | +8.1% |
| 3M | +8.1% | -9.3% | +17.4% | +9.1% |
| 6M | +10.5% | -18.3% | +28.8% | +12.7% |
| YTD | +21.2% | +16.2% | +5.0% | +17.8% |
| 1Y | +22.7% | +7.6% | +15.1% | +20.4% |
| 3Y | +44.8% | +6.6% | +38.2% | +41.3% |
| All | +44.8% | +6.5% | +38.3% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling