+44.0%
XLP vs BR
+18.8%
+25.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +2.5% | +1.1% | +1.4% | +2.2% |
| 30D | +7.3% | +14.4% | -7.1% | +3.7% |
| 3M | +8.1% | +12.4% | -4.3% | +4.8% |
| 6M | +10.5% | +35.4% | -25.0% | +1.8% |
| YTD | +21.2% | -12.2% | +33.3% | +25.3% |
| 1Y | +22.7% | -12.7% | +35.5% | +27.1% |
| 3Y | +44.8% | +14.3% | +30.5% | +36.7% |
| All | +44.0% | +18.8% | +25.3% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling