+55.6%
XLP vs U
-44.5%
+100.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -1.0% | -3.8% | +2.8% | -0.9% |
| 30D | -0.9% | +17.5% | -18.3% | -1.2% |
| 3M | +3.8% | +38.7% | -34.9% | +3.1% |
| 6M | -1.7% | +104.4% | -106.2% | -3.4% |
| YTD | +10.3% | -5.7% | +15.9% | +10.1% |
| 1Y | +7.8% | +3.7% | +4.1% | +7.2% |
| 3Y | +27.2% | +12.3% | +14.9% | +24.4% |
| 5Y | +32.5% | -68.8% | +101.3% | +28.6% |
| All | +55.6% | -44.5% | +100.0% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling