+141.3%
XLC vs BB
-37.3%
+178.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.0% |
| 7D | -1.7% | -2.1% | +0.4% | -1.4% |
| 30D | +0.2% | -16.0% | +16.2% | +2.3% |
| 3M | +0.7% | -14.5% | +15.2% | +1.7% |
| 6M | -4.5% | +118.6% | -123.0% | -16.3% |
| YTD | -4.7% | +98.9% | -103.7% | -15.5% |
| 1Y | -1.5% | +99.5% | -101.0% | -13.1% |
| 3Y | +72.2% | +65.4% | +6.9% | +49.4% |
| 5Y | +39.3% | -27.6% | +67.0% | +30.8% |
| All | +141.3% | -37.3% | +178.6% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling