-2.8%
XLC vs BB
+100.8%
-103.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -1.4% | +1.8% | -3.3% | -1.5% |
| 30D | -0.9% | -12.2% | +11.3% | -0.4% |
| 3M | -0.3% | -12.3% | +12.0% | 0.0% |
| 6M | -5.2% | +122.7% | -127.9% | -13.2% |
| YTD | -5.3% | +104.5% | -109.8% | -12.8% |
| 1Y | -2.8% | +106.7% | -109.5% | -9.8% |
| All | -2.8% | +100.8% | -103.6% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling