+42.0%
XLP vs EW
-14.5%
+56.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +0.7% | +11.0% | -10.3% | -0.5% |
| 30D | +10.3% | +19.1% | -8.8% | +7.9% |
| 3M | +6.5% | +14.4% | -7.8% | +4.8% |
| 6M | +8.4% | +22.8% | -14.4% | +5.6% |
| YTD | +18.2% | +19.8% | -1.6% | +15.3% |
| 1Y | +22.4% | +23.9% | -1.5% | +18.9% |
| 3Y | +41.9% | +52.2% | -10.3% | +30.6% |
| All | +42.0% | -14.5% | +56.4% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling