+136.8%
XLP vs NI
+191.1%
-54.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | +8.3% | +11.2% | -2.9% | +4.1% |
| 3M | +8.7% | +9.2% | -0.5% | +5.1% |
| 6M | +11.2% | -1.8% | +13.0% | +11.7% |
| YTD | +20.0% | +12.0% | +8.0% | +14.5% |
| 1Y | +21.3% | +6.4% | +14.9% | +17.9% |
| 3Y | +43.8% | +99.4% | -55.5% | +8.2% |
| 5Y | +43.3% | +113.1% | -69.8% | +3.6% |
| 10Y | +136.8% | +192.3% | -55.5% | +49.5% |
| All | +136.8% | +191.1% | -54.3% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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