+27.1%
XLP vs BLK
+69.2%
-42.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -1.4% | -2.4% | +1.0% | -1.1% |
| 30D | -1.3% | -3.1% | +1.8% | -0.8% |
| 3M | +1.8% | +10.7% | -8.8% | +0.3% |
| 6M | -0.8% | +15.9% | -16.7% | -3.2% |
| YTD | +9.5% | +4.0% | +5.5% | +8.4% |
| 1Y | +7.2% | +1.3% | +5.9% | +6.5% |
| 3Y | +27.1% | +69.6% | -42.4% | +11.0% |
| All | +27.1% | +69.2% | -42.1% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling