+139.9%
XLC vs BP
+59.9%
+80.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | -1.4% | +4.0% | -5.4% | -2.3% |
| 30D | -0.9% | +7.8% | -8.7% | -2.6% |
| 3M | -0.3% | +8.4% | -8.7% | -2.4% |
| 6M | -5.2% | +15.1% | -20.2% | -8.9% |
| YTD | -5.3% | +36.4% | -41.7% | -12.9% |
| 1Y | -2.8% | +40.9% | -43.7% | -11.5% |
| 3Y | +71.2% | +38.8% | +32.4% | +54.3% |
| 5Y | +37.6% | +141.1% | -103.5% | +4.6% |
| All | +139.9% | +59.9% | +80.0% | +107.2% |
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