+128.8%
XLP vs FDS
+135.1%
-6.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.1% | -5.0% | +5.0% | +1.3% |
| 30D | +8.9% | +13.8% | -4.8% | +5.6% |
| 3M | +7.5% | +14.8% | -7.4% | +3.5% |
| 6M | +9.4% | +47.4% | -37.9% | -1.8% |
| YTD | +19.3% | +14.2% | +5.1% | +13.5% |
| 1Y | +21.7% | +26.6% | -4.9% | +12.0% |
| 3Y | +44.0% | -24.4% | +68.4% | +52.6% |
| 5Y | +42.8% | -22.6% | +65.4% | +47.7% |
| 10Y | +128.8% | +130.0% | -1.2% | +75.1% |
| All | +128.8% | +135.1% | -6.3% | +75.1% |
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