+44.0%
XLP vs BP
+113.6%
-69.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +2.5% | +3.8% | -1.3% | +2.2% |
| 30D | +7.3% | -5.3% | +12.6% | +7.7% |
| 3M | +8.1% | +9.3% | -1.2% | +7.2% |
| 6M | +10.5% | +7.2% | +3.3% | +9.6% |
| YTD | +21.2% | +38.0% | -16.9% | +16.9% |
| 1Y | +22.7% | +33.2% | -10.5% | +18.7% |
| 3Y | +44.8% | +50.3% | -5.5% | +37.3% |
| All | +44.0% | +113.6% | -69.6% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling