+28.3%
XLP vs U
+13.4%
+14.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -1.0% | -3.8% | +2.8% | -1.0% |
| 30D | -0.9% | +17.5% | -18.3% | -0.9% |
| 3M | +3.8% | +38.7% | -34.9% | +3.7% |
| 6M | -1.7% | +104.4% | -106.2% | -2.0% |
| YTD | +10.3% | -5.7% | +15.9% | +10.7% |
| 1Y | +7.8% | +3.7% | +4.1% | +7.9% |
| All | +28.3% | +13.4% | +14.9% | +23.7% |
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