+750.6%
XLP vs EW
+7,833.4%
-7,082.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.0% |
| 7D | +3.5% | +6.8% | -3.3% | +2.5% |
| 30D | +11.6% | +16.6% | -5.0% | +9.1% |
| 3M | +7.6% | +13.3% | -5.7% | +5.7% |
| 6M | +10.0% | +21.6% | -11.6% | +6.8% |
| YTD | +19.7% | +18.3% | +1.5% | +16.5% |
| 1Y | +23.5% | +21.7% | +1.8% | +19.6% |
| 3Y | +44.0% | +50.3% | -6.4% | +32.6% |
| 5Y | +42.7% | -15.0% | +57.7% | +41.0% |
| 10Y | +131.3% | +237.5% | -106.1% | +86.1% |
| All | +750.6% | +7,833.4% | -7,082.8% | +381.8% |
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