+769.8%
XLB vs BB
+307.3%
+462.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.2% |
| 7D | -1.5% | +3.8% | -5.3% | -1.9% |
| 30D | +6.1% | -0.3% | +6.4% | +5.8% |
| 3M | 0.0% | -0.5% | +0.5% | -0.5% |
| 6M | 0.0% | +45.9% | -46.0% | -5.3% |
| YTD | +16.0% | +130.6% | -114.6% | +4.6% |
| 1Y | +24.7% | +89.2% | -64.4% | +14.5% |
| 3Y | +40.4% | +137.5% | -97.1% | +22.3% |
| 5Y | +30.7% | -20.9% | +51.6% | +23.8% |
| 10Y | +173.3% | +25.4% | +147.9% | +124.0% |
| All | +769.8% | +307.3% | +462.5% | +593.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling