+70.2%
XLP vs U
-43.4%
+113.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +3.3% |
| 7D | +5.9% | +7.5% | -1.6% | +5.7% |
| 30D | +13.5% | -7.0% | +20.5% | +13.6% |
| 3M | +8.4% | +20.6% | -12.2% | +7.9% |
| 6M | +11.5% | +53.2% | -41.6% | +10.4% |
| YTD | +20.6% | -3.9% | +24.5% | +20.4% |
| 1Y | +24.3% | +18.4% | +5.9% | +23.2% |
| 3Y | +45.1% | +53.6% | -8.6% | +40.6% |
| 5Y | +44.6% | -72.0% | +116.6% | +40.4% |
| All | +70.2% | -43.4% | +113.6% | +61.9% |
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