+508.9%
XLP vs ETR
+1,823.0%
-1,314.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.0% | +1.4% | -2.5% | -1.4% |
| 30D | -0.9% | +1.0% | -1.9% | -1.2% |
| 3M | +3.8% | -1.3% | +5.1% | +4.1% |
| 6M | -1.7% | +1.9% | -3.6% | -2.6% |
| YTD | +10.3% | +18.2% | -7.9% | +4.5% |
| 1Y | +7.8% | +24.7% | -16.9% | +0.4% |
| 3Y | +27.2% | +150.7% | -123.5% | -5.3% |
| 5Y | +32.5% | +127.0% | -94.5% | +0.9% |
| 10Y | +101.8% | +295.5% | -193.7% | +29.1% |
| All | +508.9% | +1,823.0% | -1,314.1% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling