+42.0%
XLP vs NDAQ
+60.8%
-18.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | +10.3% | +16.5% | -6.3% | +6.9% |
| 3M | +6.5% | +13.5% | -7.0% | +3.7% |
| 6M | +8.4% | +20.9% | -12.5% | +4.0% |
| YTD | +18.2% | +11.4% | +6.8% | +15.1% |
| 1Y | +22.4% | +25.9% | -3.5% | +15.6% |
| 3Y | +41.9% | +119.9% | -78.0% | +14.4% |
| All | +42.0% | +60.8% | -18.8% | +18.9% |
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