+135.7%
XLP vs EW
+236.3%
-100.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.3% | +9.3% | -6.9% | +0.8% |
| 30D | +9.1% | +22.1% | -13.0% | +5.4% |
| 3M | +7.9% | +13.0% | -5.2% | +5.5% |
| 6M | +9.6% | +30.1% | -20.5% | +4.5% |
| YTD | +19.4% | +22.0% | -2.6% | +14.9% |
| 1Y | +22.4% | +23.7% | -1.3% | +17.4% |
| 3Y | +43.2% | +62.0% | -18.8% | +26.7% |
| 5Y | +42.6% | -12.4% | +55.0% | +40.9% |
| All | +135.7% | +236.3% | -100.7% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling