+816.1%
XLB vs BP
+265.7%
+550.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.5% | -11.6% | +10.1% | +3.6% |
| 30D | +6.1% | 0.0% | +6.0% | +5.6% |
| 3M | 0.0% | +6.7% | -6.7% | -3.5% |
| 6M | 0.0% | +2.2% | -2.2% | -2.7% |
| YTD | +16.0% | +33.0% | -17.0% | -0.6% |
| 1Y | +24.7% | +30.7% | -6.0% | +7.4% |
| 3Y | +40.4% | +44.2% | -3.8% | +13.1% |
| 5Y | +30.7% | +105.1% | -74.5% | -13.5% |
| 10Y | +173.3% | +133.5% | +39.7% | +56.0% |
| All | +816.1% | +265.7% | +550.4% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling