+193.7%
XLP vs USFR
+27.5%
+166.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -0.9% | +0.3% | -1.2% | -0.9% |
| 3M | +3.8% | +1.0% | +2.8% | +3.6% |
| 6M | -1.7% | +1.9% | -3.7% | -2.1% |
| YTD | +10.3% | +2.6% | +7.6% | +9.7% |
| 1Y | +7.8% | +4.0% | +3.8% | +7.0% |
| 3Y | +27.2% | +14.1% | +13.1% | +24.3% |
| 5Y | +32.5% | +20.4% | +12.1% | +28.3% |
| 10Y | +101.8% | +28.0% | +73.8% | +92.9% |
| All | +193.7% | +27.5% | +166.2% | +178.5% |
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