+103.1%
XLP vs BND
+15.0%
+88.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -0.9% | -0.4% | -0.5% | -0.7% |
| 3M | +3.8% | -0.6% | +4.4% | +4.2% |
| 6M | -1.7% | -1.4% | -0.3% | -1.0% |
| YTD | +10.3% | -0.2% | +10.5% | +10.4% |
| 1Y | +7.8% | +1.3% | +6.5% | +7.1% |
| 3Y | +27.2% | +13.2% | +14.0% | +19.7% |
| 5Y | +32.5% | -1.6% | +34.1% | +33.2% |
| All | +103.1% | +15.0% | +88.1% | +98.6% |
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