+43.7%
XLP vs BP
+43.3%
+0.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +3.5% | -11.2% | +14.7% | +3.9% |
| 30D | +11.6% | -0.7% | +12.2% | +11.5% |
| 3M | +7.6% | +9.8% | -2.2% | +7.1% |
| 6M | +10.0% | -1.6% | +11.6% | +9.9% |
| YTD | +19.7% | +33.5% | -13.8% | +16.8% |
| 1Y | +23.5% | +31.7% | -8.3% | +20.5% |
| All | +43.7% | +43.3% | +0.4% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling