+683.3%
XLP vs EW
+6,974.1%
-6,290.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -0.9% | +1.0% | -1.9% | -1.0% |
| 3M | +3.8% | +2.8% | +1.0% | +3.3% |
| 6M | -1.7% | +5.5% | -7.2% | -2.7% |
| YTD | +10.3% | +5.5% | +4.8% | +9.1% |
| 1Y | +7.8% | +11.0% | -3.2% | +5.8% |
| 3Y | +27.2% | +17.7% | +9.5% | +21.4% |
| 5Y | +32.5% | -25.7% | +58.3% | +33.5% |
| 10Y | +101.8% | +132.8% | -31.0% | +70.1% |
| All | +683.3% | +6,974.1% | -6,290.8% | +351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling