+136.0%
XLC vs BP
+61.8%
+74.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +3.7% | +3.8% | -0.1% | +2.9% |
| 30D | -1.9% | -5.3% | +3.4% | -1.0% |
| 3M | -3.1% | +9.3% | -12.4% | -5.3% |
| 6M | -6.4% | +7.2% | -13.6% | -8.5% |
| YTD | -6.8% | +38.0% | -44.9% | -14.8% |
| 1Y | -1.7% | +33.2% | -34.9% | -9.4% |
| 3Y | +64.7% | +50.3% | +14.4% | +45.3% |
| 5Y | +41.1% | +114.1% | -73.0% | +10.8% |
| All | +136.0% | +61.8% | +74.2% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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