+35.8%
XLC vs BP
+103.6%
-67.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +4.9% | -11.6% | +16.5% | +6.5% |
| 30D | -5.8% | 0.0% | -5.9% | -6.0% |
| 3M | -5.4% | +6.7% | -12.2% | -6.6% |
| 6M | -10.2% | +2.2% | -12.3% | -10.9% |
| YTD | -10.2% | +33.0% | -43.2% | -15.5% |
| 1Y | -5.6% | +30.7% | -36.3% | -11.0% |
| 3Y | +61.0% | +44.2% | +16.8% | +47.0% |
| All | +35.8% | +103.6% | -67.8% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling