+101.4%
XLP vs FDS
+84.7%
+16.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.1% |
| 7D | -1.0% | -1.9% | +0.9% | -0.6% |
| 30D | -0.9% | +9.0% | -9.9% | -3.1% |
| 3M | +3.8% | +18.9% | -15.0% | -1.0% |
| 6M | -1.7% | +35.1% | -36.9% | -10.2% |
| YTD | +10.3% | +5.5% | +4.8% | +7.2% |
| 1Y | +7.8% | -16.8% | +24.6% | +11.9% |
| 3Y | +27.2% | -28.1% | +55.3% | +36.3% |
| 5Y | +32.5% | -17.4% | +49.9% | +33.5% |
| All | +101.4% | +84.7% | +16.7% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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