+139.5%
XLP vs NDAQ
+471.8%
-332.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +2.5% | +1.3% | +1.3% | +2.1% |
| 30D | +7.3% | +18.0% | -10.6% | +1.8% |
| 3M | +8.1% | +11.5% | -3.4% | +4.2% |
| 6M | +10.5% | +21.1% | -10.6% | +3.4% |
| YTD | +21.2% | +12.8% | +8.4% | +15.3% |
| 1Y | +22.7% | +25.7% | -3.0% | +12.3% |
| 3Y | +44.8% | +116.8% | -72.0% | +6.6% |
| 5Y | +44.7% | +67.3% | -22.5% | +15.6% |
| All | +139.5% | +471.8% | -332.3% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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