+575.8%
XLP vs ET
+1,287.7%
-711.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +0.1% | -4.4% | +4.5% | +0.5% |
| 30D | +8.9% | -4.8% | +13.7% | +9.4% |
| 3M | +7.5% | -3.4% | +10.9% | +7.8% |
| 6M | +9.4% | +2.2% | +7.3% | +9.1% |
| YTD | +19.3% | +24.2% | -4.9% | +16.4% |
| 1Y | +21.7% | +24.5% | -2.8% | +18.7% |
| 3Y | +44.0% | +83.6% | -39.6% | +34.0% |
| 5Y | +42.8% | +203.4% | -160.6% | +25.5% |
| 10Y | +128.8% | +166.5% | -37.8% | +96.3% |
| All | +575.8% | +1,287.7% | -711.9% | +274.8% |
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