+43.2%
XLP vs U
+124.7%
-81.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.1% |
| 7D | +2.3% | +24.4% | -22.0% | +2.4% |
| 30D | +9.1% | +7.4% | +1.7% | +9.2% |
| 3M | +7.9% | +16.8% | -8.9% | +7.9% |
| 6M | +9.6% | +78.8% | -69.2% | +9.6% |
| YTD | +19.4% | +14.0% | +5.5% | +20.0% |
| 1Y | +22.4% | +16.7% | +5.7% | +22.8% |
| 3Y | +43.2% | +86.4% | -43.2% | +38.3% |
| All | +43.2% | +124.7% | -81.5% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling