+34.1%
XLP vs BP
+128.1%
-94.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -1.0% | +3.9% | -5.0% | -1.3% |
| 30D | -0.9% | +7.6% | -8.5% | -1.5% |
| 3M | +3.8% | +0.7% | +3.1% | +3.6% |
| 6M | -1.7% | +15.5% | -17.2% | -3.4% |
| YTD | +10.3% | +30.8% | -20.6% | +7.0% |
| 1Y | +7.8% | +34.3% | -26.5% | +4.3% |
| 3Y | +27.2% | +35.1% | -7.9% | +22.1% |
| All | +34.1% | +128.1% | -94.0% | +20.2% |
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