+164.2%
XLB vs BP
+124.7%
+39.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +0.5% | -6.3% | +6.8% | +2.7% |
| 30D | +6.9% | -3.6% | +10.5% | +7.9% |
| 3M | -0.2% | +5.2% | -5.4% | -2.5% |
| 6M | +3.3% | +5.3% | -2.0% | 0.0% |
| YTD | +18.0% | +33.1% | -15.1% | +3.7% |
| 1Y | +24.2% | +26.3% | -2.1% | +11.2% |
| 3Y | +44.7% | +47.5% | -2.8% | +19.7% |
| 5Y | +31.6% | +106.2% | -74.6% | -7.5% |
| 10Y | +164.2% | +127.0% | +37.3% | +72.9% |
| All | +164.2% | +124.7% | +39.5% | +72.9% |
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