+5.7%
XLP vs BLK
-0.6%
+6.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -1.0% |
| 7D | -2.9% | -2.7% | -0.2% | -2.8% |
| 30D | -2.2% | -4.8% | +2.5% | -1.9% |
| 3M | -0.6% | +6.5% | -7.0% | -0.7% |
| 6M | -2.2% | +13.2% | -15.3% | -2.7% |
| YTD | +8.3% | +1.8% | +6.5% | +7.5% |
| 1Y | +5.7% | -1.0% | +6.7% | +5.8% |
| All | +5.7% | -0.6% | +6.3% | +5.8% |
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