+106.2%
XLP vs BLK
+270.9%
-164.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.6% |
| 7D | -2.9% | -2.7% | -0.2% | -2.2% |
| 30D | -2.2% | -4.8% | +2.5% | -0.9% |
| 3M | -0.6% | +6.5% | -7.0% | -2.6% |
| 6M | -2.2% | +13.2% | -15.3% | -6.1% |
| YTD | +8.3% | +1.8% | +6.5% | +6.6% |
| 1Y | +5.7% | -1.0% | +6.7% | +4.8% |
| 3Y | +25.7% | +66.0% | -40.3% | +4.2% |
| 5Y | +31.3% | +31.2% | 0.0% | +15.0% |
| 10Y | +106.2% | +278.5% | -172.4% | +31.0% |
| All | +106.2% | +270.9% | -164.7% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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