+139.5%
XLP vs BLK
+318.4%
-178.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +2.5% | +3.7% | -1.2% | +1.5% |
| 30D | +7.3% | +13.9% | -6.6% | +3.4% |
| 3M | +8.1% | +3.9% | +4.2% | +6.7% |
| 6M | +10.5% | +13.0% | -2.5% | +6.2% |
| YTD | +21.2% | +16.1% | +5.0% | +14.8% |
| 1Y | +22.7% | +16.8% | +5.9% | +16.0% |
| 3Y | +44.8% | +97.7% | -52.9% | +13.9% |
| 5Y | +44.7% | +42.1% | +2.6% | +24.2% |
| All | +139.5% | +318.4% | -178.9% | +46.2% |
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