+34.1%
XLP vs NI
+95.1%
-61.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | -1.0% | +2.0% | -3.0% | -1.7% |
| 30D | -0.9% | -3.5% | +2.7% | +0.3% |
| 3M | +3.8% | -9.1% | +12.9% | +7.1% |
| 6M | -1.7% | -11.8% | +10.1% | +2.4% |
| YTD | +10.3% | +1.1% | +9.2% | +9.4% |
| 1Y | +7.8% | +6.7% | +1.1% | +4.7% |
| 3Y | +27.2% | +71.1% | -43.9% | +2.4% |
| All | +34.1% | +95.1% | -61.0% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling