+524.8%
XLP vs ET
+1,435.0%
-910.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -0.9% | +7.5% | -8.3% | -1.7% |
| 3M | +3.8% | +11.4% | -7.6% | +2.6% |
| 6M | -1.7% | +18.5% | -20.3% | -3.6% |
| YTD | +10.3% | +37.4% | -27.1% | +6.5% |
| 1Y | +7.8% | +30.9% | -23.1% | +4.6% |
| 3Y | +27.2% | +98.7% | -71.5% | +17.5% |
| 5Y | +32.5% | +230.7% | -198.2% | +15.4% |
| 10Y | +101.8% | +175.6% | -73.8% | +72.2% |
| All | +524.8% | +1,435.0% | -910.2% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling