+42.0%
XLP vs BR
+19.3%
+22.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | +0.7% | +6.5% | -5.7% | -0.9% |
| 30D | +10.3% | +18.9% | -8.6% | +5.5% |
| 3M | +6.5% | +16.3% | -9.7% | +2.4% |
| 6M | +8.4% | +26.2% | -17.8% | +1.7% |
| YTD | +18.2% | -13.1% | +31.3% | +22.5% |
| 1Y | +22.4% | -10.5% | +32.9% | +25.7% |
| 3Y | +41.9% | +13.3% | +28.5% | +34.2% |
| All | +42.0% | +19.3% | +22.7% | +28.5% |
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