+42.7%
XLP vs ETR
+154.9%
-112.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.3% | +2.6% | -0.2% | +1.8% |
| 30D | +9.1% | +8.7% | +0.4% | +7.3% |
| 3M | +7.9% | +6.4% | +1.5% | +6.5% |
| 6M | +9.6% | +0.7% | +8.9% | +9.3% |
| YTD | +19.4% | +23.0% | -3.6% | +14.4% |
| 1Y | +22.4% | +17.9% | +4.5% | +18.1% |
| All | +42.7% | +154.9% | -112.2% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling