+214.9%
XLP vs USFR
+28.5%
+186.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +10.3% | +0.4% | +9.9% | +10.2% |
| 3M | +6.5% | +1.1% | +5.5% | +6.3% |
| 6M | +8.4% | +2.1% | +6.3% | +8.0% |
| YTD | +18.2% | +3.4% | +14.8% | +17.4% |
| 1Y | +22.4% | +4.1% | +18.3% | +21.5% |
| 3Y | +41.9% | +14.4% | +27.5% | +38.6% |
| 5Y | +40.9% | +21.3% | +19.5% | +36.1% |
| 10Y | +128.4% | +28.5% | +99.9% | +118.2% |
| All | +214.9% | +28.5% | +186.4% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling