+43.9%
XLB vs BB
+133.1%
-89.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.1% |
| 7D | -1.5% | +3.8% | -5.3% | -1.8% |
| 30D | +6.1% | -0.3% | +6.4% | +5.8% |
| 3M | 0.0% | -0.5% | +0.5% | -0.4% |
| 6M | 0.0% | +45.9% | -46.0% | -5.0% |
| YTD | +16.0% | +130.6% | -114.6% | +4.9% |
| 1Y | +24.7% | +89.2% | -64.4% | +14.8% |
| All | +43.9% | +133.1% | -89.1% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling