+34.1%
XLP vs RF
+89.8%
-55.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -0.9% | -3.6% | +2.7% | -0.4% |
| 3M | +3.8% | +8.1% | -4.3% | +2.7% |
| 6M | -1.7% | +11.5% | -13.2% | -3.2% |
| YTD | +10.3% | +15.6% | -5.3% | +7.9% |
| 1Y | +7.8% | +15.7% | -7.9% | +5.3% |
| 3Y | +27.2% | +86.9% | -59.7% | +14.5% |
| All | +34.1% | +89.8% | -55.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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