+134.0%
XLC vs BB
-24.0%
+158.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.5% |
| 7D | +6.2% | +11.6% | -5.4% | +4.7% |
| 30D | -2.4% | +2.6% | -5.0% | -3.0% |
| 3M | -3.3% | +3.5% | -6.8% | -4.5% |
| 6M | -7.3% | +43.5% | -50.8% | -13.7% |
| YTD | -7.6% | +141.2% | -148.8% | -20.5% |
| 1Y | -3.7% | +97.4% | -101.1% | -15.0% |
| 3Y | +62.9% | +151.1% | -88.2% | +33.0% |
| 5Y | +41.6% | -12.8% | +54.4% | +29.5% |
| All | +134.0% | -24.0% | +158.0% | +69.9% |
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