+71.0%
XLP vs U
-29.6%
+100.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.8% | +1.3% |
| 7D | +2.5% | +2.6% | 0.0% | +2.5% |
| 30D | +7.3% | +27.6% | -20.3% | +6.8% |
| 3M | +8.1% | +15.3% | -7.2% | +7.7% |
| 6M | +10.5% | +96.4% | -85.9% | +8.8% |
| YTD | +21.2% | +19.6% | +1.6% | +20.4% |
| 1Y | +22.7% | +42.1% | -19.4% | +21.3% |
| 3Y | +44.8% | +87.5% | -42.7% | +39.8% |
| 5Y | +44.7% | -73.1% | +117.9% | +40.2% |
| All | +71.0% | -29.6% | +100.6% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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