+774.0%
XLB vs BB
+258.8%
+515.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.4% | -5.6% | +4.2% | -0.8% |
| 30D | -0.4% | -11.8% | +11.4% | +0.7% |
| 3M | +2.0% | -25.5% | +27.5% | +4.1% |
| 6M | +1.8% | +121.3% | -119.4% | -7.4% |
| YTD | +16.6% | +103.2% | -86.6% | +6.9% |
| 1Y | +16.9% | +102.6% | -85.7% | +6.9% |
| 3Y | +32.6% | +37.5% | -4.9% | +22.0% |
| 5Y | +35.6% | -30.4% | +66.1% | +30.5% |
| 10Y | +160.0% | 0.0% | +160.0% | +118.8% |
| All | +774.0% | +258.8% | +515.1% | +608.5% |
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