+22.7%
XLP vs BLK
+14.6%
+8.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +2.5% | +3.7% | -1.2% | +2.3% |
| 30D | +7.3% | +13.9% | -6.6% | +6.6% |
| 3M | +8.1% | +3.9% | +4.2% | +7.7% |
| 6M | +10.5% | +13.0% | -2.5% | +10.0% |
| YTD | +21.2% | +16.1% | +5.0% | +19.3% |
| 1Y | +22.7% | +16.8% | +5.9% | +20.8% |
| All | +22.7% | +14.6% | +8.2% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling