+561.3%
XLP vs BP
+267.1%
+294.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | +3.5% | -11.2% | +14.7% | +5.6% |
| 30D | +11.6% | -0.7% | +12.2% | +11.5% |
| 3M | +7.6% | +9.8% | -2.2% | +5.5% |
| 6M | +10.0% | -1.6% | +11.6% | +9.7% |
| YTD | +19.7% | +33.5% | -13.8% | +12.4% |
| 1Y | +23.5% | +31.7% | -8.3% | +16.1% |
| 3Y | +44.0% | +45.1% | -1.2% | +31.3% |
| 5Y | +42.7% | +105.9% | -63.2% | +19.3% |
| 10Y | +131.3% | +134.4% | -3.1% | +79.3% |
| All | +561.3% | +267.1% | +294.2% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling