+429.3%
XLP vs BR
+1,321.0%
-891.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.2% |
| 7D | -1.0% | -5.3% | +4.3% | +0.5% |
| 30D | -0.9% | +6.4% | -7.3% | -2.7% |
| 3M | +3.8% | +13.6% | -9.8% | -0.2% |
| 6M | -1.7% | -6.7% | +5.0% | -0.5% |
| YTD | +10.3% | -21.1% | +31.4% | +16.8% |
| 1Y | +7.8% | -29.6% | +37.4% | +18.0% |
| 3Y | +27.2% | -2.4% | +29.6% | +25.5% |
| 5Y | +32.5% | +11.2% | +21.3% | +24.0% |
| 10Y | +101.8% | +191.8% | -90.0% | +40.6% |
| All | +429.3% | +1,321.0% | -891.7% | +128.9% |
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