+558.7%
XLP vs ETR
+1,904.0%
-1,345.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +0.1% | +1.7% | -1.7% | -0.4% |
| 30D | +8.9% | +8.7% | +0.2% | +6.3% |
| 3M | +7.5% | +4.9% | +2.6% | +5.9% |
| 6M | +9.4% | +0.8% | +8.7% | +9.0% |
| YTD | +19.3% | +23.1% | -3.9% | +11.7% |
| 1Y | +21.7% | +17.9% | +3.9% | +15.4% |
| 3Y | +44.0% | +154.5% | -110.6% | +6.8% |
| 5Y | +42.8% | +160.3% | -117.5% | +4.5% |
| 10Y | +128.8% | +366.9% | -238.2% | +39.9% |
| All | +558.7% | +1,904.0% | -1,345.4% | +187.8% |
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