+28.5%
XLB vs BB
-22.2%
+50.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.2% |
| 7D | -1.5% | +3.8% | -5.3% | -2.0% |
| 30D | +6.1% | -0.3% | +6.4% | +5.7% |
| 3M | 0.0% | -0.5% | +0.5% | -0.6% |
| 6M | 0.0% | +45.9% | -46.0% | -7.1% |
| YTD | +16.0% | +130.6% | -114.6% | +0.6% |
| 1Y | +24.7% | +89.2% | -64.4% | +11.0% |
| 3Y | +40.4% | +137.5% | -97.1% | +15.2% |
| All | +28.5% | -22.2% | +50.7% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling