+73.6%
XLC vs BP
+33.3%
+40.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -0.8% | +3.9% | -4.8% | -1.2% |
| 30D | +1.0% | +7.6% | -6.6% | +0.4% |
| 3M | -0.7% | +0.7% | -1.4% | -0.8% |
| 6M | -5.1% | +15.5% | -20.6% | -7.3% |
| YTD | -4.3% | +30.8% | -35.1% | -8.5% |
| 1Y | -0.6% | +34.3% | -34.9% | -5.5% |
| All | +73.6% | +33.3% | +40.2% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling