+43.7%
XLP vs U
+72.0%
-28.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.9% | -15.7% | -0.7% |
| 7D | +3.5% | +24.3% | -20.8% | +3.5% |
| 30D | +11.6% | +8.6% | +3.0% | +11.6% |
| 3M | +7.6% | +37.6% | -29.9% | +7.6% |
| 6M | +10.0% | +78.5% | -68.5% | +10.0% |
| YTD | +19.7% | +10.5% | +9.3% | +20.3% |
| 1Y | +23.5% | +15.2% | +8.3% | +23.8% |
| All | +43.7% | +72.0% | -28.3% | +37.7% |
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 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