+135.4%
XLP vs BR
+271.1%
-135.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +2.3% | +5.0% | -2.7% | +0.8% |
| 30D | +9.1% | +16.6% | -7.5% | +4.1% |
| 3M | +7.9% | +12.0% | -4.1% | +4.1% |
| 6M | +9.6% | +30.7% | -21.1% | +0.5% |
| YTD | +19.4% | -11.9% | +31.4% | +23.3% |
| 1Y | +22.4% | -11.6% | +33.9% | +26.1% |
| 3Y | +43.2% | +15.0% | +28.2% | +33.6% |
| 5Y | +42.6% | +18.1% | +24.5% | +29.6% |
| 10Y | +135.4% | +278.6% | -143.2% | +46.8% |
| All | +135.4% | +271.1% | -135.7% | +46.8% |
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