+40.4%
XLB vs BP
+42.8%
-2.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.5% | -11.6% | +10.1% | +0.3% |
| 30D | +6.1% | 0.0% | +6.0% | +5.8% |
| 3M | 0.0% | +6.7% | -6.7% | -1.5% |
| 6M | 0.0% | +2.2% | -2.2% | -1.0% |
| YTD | +16.0% | +33.0% | -17.0% | +5.8% |
| 1Y | +24.7% | +30.7% | -6.0% | +14.2% |
| 3Y | +40.4% | +44.2% | -3.8% | +21.4% |
| All | +40.4% | +42.8% | -2.4% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling