+142.5%
XLC vs BP
+53.4%
+89.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.8% | +3.9% | -4.8% | -1.7% |
| 30D | +1.0% | +7.6% | -6.6% | -0.7% |
| 3M | -0.7% | +0.7% | -1.4% | -1.2% |
| 6M | -5.1% | +15.5% | -20.6% | -9.0% |
| YTD | -4.3% | +30.8% | -35.1% | -11.2% |
| 1Y | -0.6% | +34.3% | -34.9% | -8.5% |
| 3Y | +72.7% | +35.1% | +37.6% | +56.5% |
| 5Y | +38.0% | +126.8% | -88.8% | +6.4% |
| All | +142.5% | +53.4% | +89.1% | +111.4% |
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 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