+139.5%
XLP vs NI
+197.8%
-58.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +2.5% | +4.3% | -1.8% | +0.9% |
| 30D | +7.3% | +12.4% | -5.1% | +2.7% |
| 3M | +8.1% | +10.2% | -2.1% | +4.1% |
| 6M | +10.5% | -0.8% | +11.3% | +10.5% |
| YTD | +21.2% | +13.2% | +7.9% | +15.1% |
| 1Y | +22.7% | +10.1% | +12.6% | +17.8% |
| 3Y | +44.8% | +103.1% | -58.3% | +8.1% |
| 5Y | +44.7% | +115.5% | -70.8% | +4.2% |
| All | +139.5% | +197.8% | -58.3% | +50.9% |
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