+32.0%
XLP vs BLK
+33.5%
-1.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -1.4% | -2.4% | +1.0% | -0.9% |
| 30D | -1.3% | -3.1% | +1.8% | -0.6% |
| 3M | +1.8% | +10.7% | -8.8% | -0.5% |
| 6M | -0.8% | +15.9% | -16.7% | -4.4% |
| YTD | +9.5% | +4.0% | +5.5% | +7.8% |
| 1Y | +7.2% | +1.3% | +5.9% | +6.0% |
| 3Y | +27.1% | +69.6% | -42.4% | +8.2% |
| 5Y | +32.0% | +33.8% | -1.7% | +15.3% |
| All | +32.0% | +33.5% | -1.5% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling