+102.9%
XLP vs BR
+183.7%
-80.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.1% |
| 7D | -1.4% | -5.9% | +4.5% | +0.4% |
| 30D | -1.3% | +1.9% | -3.2% | -2.0% |
| 3M | +1.8% | +14.7% | -12.8% | -2.6% |
| 6M | -0.8% | -12.8% | +11.9% | +2.8% |
| YTD | +9.5% | -23.0% | +32.6% | +17.9% |
| 1Y | +7.2% | -31.7% | +38.9% | +19.9% |
| 3Y | +27.1% | -4.8% | +31.9% | +25.9% |
| 5Y | +32.0% | +7.8% | +24.2% | +23.0% |
| 10Y | +102.9% | +184.1% | -81.2% | +33.3% |
| All | +102.9% | +183.7% | -80.8% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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