+136.8%
XLP vs BP
+133.4%
+3.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | +0.3% |
| 7D | -0.5% | -0.8% | +0.2% | -0.4% |
| 30D | +8.3% | -3.1% | +11.5% | +8.7% |
| 3M | +8.7% | +6.2% | +2.5% | +7.6% |
| 6M | +11.2% | +4.8% | +6.4% | +10.0% |
| YTD | +20.0% | +35.2% | -15.2% | +13.9% |
| 1Y | +21.3% | +27.4% | -6.1% | +16.1% |
| 3Y | +43.8% | +49.8% | -5.9% | +32.9% |
| 5Y | +43.3% | +109.4% | -66.1% | +22.9% |
| 10Y | +136.8% | +135.7% | +1.1% | +104.1% |
| All | +136.8% | +133.4% | +3.4% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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