+72.3%
XLC vs BB
+68.2%
+4.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.6% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +0.2% | -12.4% | +12.6% | +1.2% |
| 3M | +0.6% | -15.3% | +15.9% | +1.4% |
| 6M | -4.5% | +128.8% | -133.3% | -13.2% |
| YTD | -4.7% | +107.7% | -112.4% | -12.6% |
| 1Y | -1.7% | +103.9% | -105.5% | -10.0% |
| 3Y | +72.3% | +72.6% | -0.3% | +52.5% |
| All | +72.3% | +68.2% | +4.1% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling