+169.9%
XLV vs XLP
+106.5%
+63.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.4% | -2.5% | -1.8% | -2.4% |
| 30D | -1.4% | -1.9% | +0.5% | +0.1% |
| 3M | +8.9% | -2.1% | +11.0% | +10.6% |
| 6M | +9.1% | -1.8% | +10.9% | +10.4% |
| YTD | +7.9% | +8.3% | -0.4% | +0.8% |
| 1Y | +22.7% | +6.8% | +15.9% | +15.8% |
| 3Y | +31.9% | +25.7% | +6.2% | +8.5% |
| 5Y | +34.9% | +31.9% | +3.0% | +6.0% |
| All | +169.9% | +106.5% | +63.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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