+135.8%
XLC vs BB
-21.8%
+157.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | +0.4% |
| 7D | +3.5% | +7.3% | -3.8% | +2.5% |
| 30D | -2.6% | +11.2% | -13.8% | -4.2% |
| 3M | -2.1% | +4.7% | -6.8% | -3.4% |
| 6M | -5.5% | +51.1% | -56.6% | -12.6% |
| YTD | -6.9% | +148.0% | -154.9% | -20.2% |
| 1Y | -3.7% | +106.1% | -109.9% | -15.5% |
| 3Y | +64.2% | +158.2% | -94.0% | +33.6% |
| 5Y | +43.0% | -10.8% | +53.8% | +30.3% |
| All | +135.8% | -21.8% | +157.6% | +70.6% |
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