+124.6%
XLP vs BP
+131.5%
-6.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +0.7% | -11.6% | +12.4% | +2.4% |
| 30D | +10.3% | 0.0% | +10.2% | +10.1% |
| 3M | +6.5% | +6.7% | -0.2% | +5.3% |
| 6M | +8.4% | +2.2% | +6.2% | +7.6% |
| YTD | +18.2% | +33.0% | -14.8% | +12.4% |
| 1Y | +22.4% | +30.7% | -8.3% | +16.7% |
| 3Y | +41.9% | +44.2% | -2.3% | +31.9% |
| 5Y | +40.9% | +105.1% | -64.3% | +21.2% |
| All | +124.6% | +131.5% | -6.9% | +93.4% |
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