+34.1%
XLP vs NDAQ
+55.8%
-21.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -1.0% | -2.4% | +1.4% | -0.5% |
| 30D | -0.9% | +2.5% | -3.3% | -1.4% |
| 3M | +3.8% | +9.9% | -6.1% | +1.7% |
| 6M | -1.7% | +9.4% | -11.2% | -3.8% |
| YTD | +10.3% | +0.4% | +9.8% | +9.7% |
| 1Y | +7.8% | +4.0% | +3.8% | +6.2% |
| 3Y | +27.2% | +94.4% | -67.2% | +5.7% |
| All | +34.1% | +55.8% | -21.7% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling