+164.5%
XLB vs BP
+132.0%
+32.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -1.7% |
| 7D | -2.9% | +4.0% | -6.9% | -4.3% |
| 30D | -3.4% | +7.8% | -11.2% | -6.0% |
| 3M | +1.6% | +8.4% | -6.8% | -1.9% |
| 6M | +3.6% | +15.1% | -11.4% | -2.9% |
| YTD | +14.2% | +36.4% | -22.2% | 0.0% |
| 1Y | +15.6% | +40.9% | -25.3% | -0.5% |
| 3Y | +33.1% | +38.8% | -5.7% | +13.2% |
| 5Y | +35.0% | +141.1% | -106.0% | -10.7% |
| 10Y | +164.5% | +133.9% | +30.6% | +70.3% |
| All | +164.5% | +132.0% | +32.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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