+552.8%
XLP vs ETR
+1,881.8%
-1,329.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +10.3% | +7.5% | +2.7% | +7.9% |
| 3M | +6.5% | +4.4% | +2.1% | +5.1% |
| 6M | +8.4% | -1.5% | +9.9% | +8.7% |
| YTD | +18.2% | +21.8% | -3.6% | +11.0% |
| 1Y | +22.4% | +18.4% | +4.0% | +15.9% |
| 3Y | +41.9% | +148.5% | -106.6% | +6.1% |
| 5Y | +40.9% | +152.6% | -111.8% | +4.0% |
| 10Y | +128.4% | +354.5% | -226.1% | +40.7% |
| All | +552.8% | +1,881.8% | -1,329.0% | +186.2% |
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