+68.5%
XLP vs U
-32.9%
+101.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | +2.3% | +24.4% | -22.0% | +1.9% |
| 30D | +9.1% | +7.4% | +1.7% | +8.9% |
| 3M | +7.9% | +16.8% | -8.9% | +7.5% |
| 6M | +9.6% | +78.8% | -69.2% | +8.2% |
| YTD | +19.4% | +14.0% | +5.5% | +18.8% |
| 1Y | +22.4% | +16.7% | +5.7% | +21.5% |
| 3Y | +43.2% | +86.4% | -43.2% | +38.2% |
| 5Y | +42.6% | -71.5% | +114.0% | +38.1% |
| All | +68.5% | -32.9% | +101.4% | +59.7% |
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