+158.8%
XLB vs BB
-0.1%
+159.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.9% |
| 7D | -3.5% | -2.1% | -1.5% | -3.3% |
| 30D | -4.7% | -16.0% | +11.4% | -2.9% |
| 3M | +2.7% | -14.5% | +17.2% | +3.5% |
| 6M | +2.6% | +118.6% | -116.0% | -8.1% |
| YTD | +12.8% | +98.9% | -86.1% | +2.1% |
| 1Y | +14.0% | +99.5% | -85.5% | +2.6% |
| 3Y | +31.5% | +65.4% | -33.9% | +16.6% |
| 5Y | +33.4% | -27.6% | +61.1% | +26.1% |
| All | +158.8% | -0.1% | +159.0% | +90.9% |
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