+42.7%
XLP vs RF
+42.4%
+0.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.5% |
| 7D | +3.5% | -1.6% | +5.1% | +3.7% |
| 30D | +11.6% | +5.0% | +6.5% | +10.8% |
| 3M | +7.6% | -10.0% | +17.6% | +9.1% |
| 6M | +10.0% | +3.3% | +6.7% | +9.5% |
| YTD | +19.7% | +7.9% | +11.8% | +18.2% |
| 1Y | +23.5% | +21.2% | +2.2% | +19.9% |
| 3Y | +44.0% | +105.8% | -61.8% | +27.5% |
| 5Y | +42.7% | +43.7% | -1.0% | +33.7% |
| All | +42.7% | +42.4% | +0.3% | +33.7% |
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