+168.8%
XLB vs BB
+31.7%
+137.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | 0.0% |
| 7D | -1.6% | +7.3% | -8.9% | -2.4% |
| 30D | +7.2% | +11.2% | -4.0% | +5.7% |
| 3M | 0.0% | +4.7% | -4.6% | -1.1% |
| 6M | +2.3% | +51.1% | -48.8% | -4.2% |
| YTD | +18.4% | +148.0% | -129.6% | +4.2% |
| 1Y | +23.3% | +106.1% | -82.8% | +10.6% |
| 3Y | +45.2% | +158.2% | -113.1% | +22.3% |
| 5Y | +31.0% | -10.8% | +41.8% | +20.6% |
| 10Y | +168.8% | +29.3% | +139.5% | +95.0% |
| All | +168.8% | +31.7% | +137.1% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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