+66.8%
XLP vs U
-31.3%
+98.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.8% | -1.4% |
| 7D | +0.7% | +36.6% | -35.8% | +0.1% |
| 30D | +10.3% | +13.3% | -3.1% | +9.9% |
| 3M | +6.5% | +26.2% | -19.6% | +6.0% |
| 6M | +8.4% | +88.7% | -80.4% | +6.8% |
| YTD | +18.2% | +16.6% | +1.6% | +17.5% |
| 1Y | +22.4% | +29.0% | -6.5% | +21.3% |
| 3Y | +41.9% | +99.5% | -57.6% | +36.7% |
| 5Y | +40.9% | -66.1% | +107.0% | +36.2% |
| All | +66.8% | -31.3% | +98.1% | +58.0% |
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