+22.7%
XLP vs ET
+25.8%
-3.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.5% | +2.5% | 0.0% | +2.5% |
| 30D | +7.3% | -2.5% | +9.8% | +7.4% |
| 3M | +8.1% | -4.9% | +12.9% | +8.3% |
| 6M | +10.5% | -0.1% | +10.6% | +9.8% |
| YTD | +21.2% | +26.2% | -5.0% | +18.1% |
| 1Y | +22.7% | +25.2% | -2.4% | +19.6% |
| All | +22.7% | +25.8% | -3.0% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling