+142.5%
XLC vs BB
-35.9%
+178.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | -5.6% | +4.8% | -0.1% |
| 30D | +1.0% | -11.8% | +12.8% | +2.5% |
| 3M | -0.7% | -25.5% | +24.8% | +2.1% |
| 6M | -5.1% | +121.3% | -126.4% | -17.0% |
| YTD | -4.3% | +103.2% | -107.4% | -15.3% |
| 1Y | -0.6% | +102.6% | -103.2% | -12.5% |
| 3Y | +72.7% | +37.5% | +35.2% | +53.8% |
| 5Y | +38.0% | -30.4% | +68.4% | +30.1% |
| All | +142.5% | -35.9% | +178.4% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling