+134.0%
XLC vs BP
+56.0%
+77.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +6.2% | -6.3% | +12.6% | +7.6% |
| 30D | -2.4% | -3.6% | +1.2% | -1.8% |
| 3M | -3.3% | +5.2% | -8.6% | -4.8% |
| 6M | -7.3% | +5.3% | -12.6% | -9.1% |
| YTD | -7.6% | +33.1% | -40.8% | -14.9% |
| 1Y | -3.7% | +26.3% | -30.0% | -10.2% |
| 3Y | +62.9% | +47.5% | +15.4% | +44.2% |
| 5Y | +41.6% | +106.2% | -64.5% | +12.1% |
| All | +134.0% | +56.0% | +77.9% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling