+136.8%
XLP vs USFR
+28.5%
+108.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +8.3% | +0.4% | +8.0% | +8.3% |
| 3M | +8.7% | +1.1% | +7.6% | +8.5% |
| 6M | +11.2% | +2.1% | +9.1% | +10.9% |
| YTD | +20.0% | +3.4% | +16.5% | +19.5% |
| 1Y | +21.3% | +4.1% | +17.3% | +20.8% |
| 3Y | +43.8% | +14.4% | +29.4% | +43.1% |
| 5Y | +43.3% | +21.4% | +21.9% | +42.5% |
| 10Y | +136.8% | +28.5% | +108.2% | +134.1% |
| All | +136.8% | +28.5% | +108.2% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling