+128.8%
XLP vs BND
+17.0%
+111.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +8.9% | +2.0% | +6.9% | +7.8% |
| 3M | +7.5% | -0.4% | +7.9% | +7.7% |
| 6M | +9.4% | -0.9% | +10.4% | +10.0% |
| YTD | +19.3% | -0.3% | +19.6% | +19.5% |
| 1Y | +21.7% | 0.0% | +21.8% | +21.8% |
| 3Y | +44.0% | +15.1% | +28.9% | +34.5% |
| 5Y | +42.8% | -1.5% | +44.3% | +43.3% |
| 10Y | +128.8% | +17.6% | +111.2% | +120.7% |
| All | +128.8% | +17.0% | +111.7% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 10y: compounded portfolio wealth divided by compounded BND 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…
10y analysis · Full analysis span regression · 6 months rolling