+648.8%
XLP vs BLK
+14,636.5%
-13,987.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.3% |
| 7D | +0.1% | +4.1% | -4.0% | -0.7% |
| 30D | +8.9% | +12.2% | -3.3% | +6.5% |
| 3M | +7.5% | +7.4% | 0.0% | +5.9% |
| 6M | +9.4% | +13.2% | -3.7% | +6.5% |
| YTD | +19.3% | +15.4% | +3.9% | +15.2% |
| 1Y | +21.7% | +14.6% | +7.1% | +17.7% |
| 3Y | +44.0% | +99.2% | -55.3% | +24.1% |
| 5Y | +42.8% | +41.9% | +0.9% | +29.6% |
| 10Y | +128.8% | +326.3% | -197.5% | +67.6% |
| All | +648.8% | +14,636.5% | -13,987.7% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling