+136.8%
XLP vs BLK
+321.7%
-185.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +8.3% | +13.1% | -4.8% | +4.5% |
| 3M | +8.7% | +7.3% | +1.4% | +6.4% |
| 6M | +11.2% | +14.6% | -3.5% | +6.4% |
| YTD | +20.0% | +16.5% | +3.5% | +13.6% |
| 1Y | +21.3% | +15.4% | +6.0% | +15.1% |
| 3Y | +43.8% | +97.2% | -53.3% | +13.2% |
| 5Y | +43.3% | +43.4% | -0.1% | +22.7% |
| 10Y | +136.8% | +322.5% | -185.7% | +44.7% |
| All | +136.8% | +321.7% | -185.0% | +44.7% |
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