+464.7%
XLP vs BND
+74.8%
+389.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.2% | -1.4% | +1.2% | 0.0% |
| 30D | +8.2% | +0.8% | +7.3% | +8.0% |
| 3M | +7.7% | -1.2% | +8.9% | +7.9% |
| 6M | +9.3% | -1.4% | +10.7% | +9.5% |
| YTD | +19.5% | -1.3% | +20.8% | +19.7% |
| 1Y | +21.0% | -1.2% | +22.2% | +21.2% |
| 3Y | +43.2% | +13.7% | +29.5% | +41.6% |
| 5Y | +42.7% | -1.7% | +44.4% | +40.4% |
| 10Y | +135.7% | +17.2% | +118.6% | +142.0% |
| All | +464.7% | +74.8% | +389.9% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling