+467.4%
XLP vs BR
+1,465.0%
-997.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | +0.7% | +6.5% | -5.7% | -1.0% |
| 30D | +10.3% | +18.9% | -8.6% | +5.0% |
| 3M | +6.5% | +16.3% | -9.7% | +1.9% |
| 6M | +8.4% | +26.2% | -17.8% | +0.9% |
| YTD | +18.2% | -13.1% | +31.3% | +21.7% |
| 1Y | +22.4% | -10.5% | +32.9% | +25.0% |
| 3Y | +41.9% | +13.3% | +28.5% | +34.1% |
| 5Y | +40.9% | +19.9% | +21.0% | +29.1% |
| 10Y | +128.4% | +254.2% | -125.9% | +50.7% |
| All | +467.4% | +1,465.0% | -997.6% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling