+102.9%
XLP vs ET
+163.5%
-60.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +0.4% | -1.9% | -1.5% |
| 30D | -1.3% | +6.9% | -8.1% | -2.1% |
| 3M | +1.8% | +13.1% | -11.2% | +0.3% |
| 6M | -0.8% | +18.7% | -19.5% | -3.0% |
| YTD | +9.5% | +37.4% | -27.9% | +5.2% |
| 1Y | +7.2% | +34.8% | -27.6% | +3.2% |
| 3Y | +27.1% | +96.8% | -69.7% | +16.0% |
| 5Y | +32.0% | +238.2% | -206.2% | +12.2% |
| 10Y | +102.9% | +159.4% | -56.5% | +80.6% |
| All | +102.9% | +163.5% | -60.6% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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