+248.8%
XLF vs BB
+1.6%
+247.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.5% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -1.2% | -12.5% | +11.4% | +0.2% |
| 3M | +9.2% | -17.4% | +26.6% | +10.5% |
| 6M | +16.3% | +119.1% | -102.8% | +4.1% |
| YTD | +5.4% | +102.4% | -96.9% | -4.8% |
| 1Y | +7.6% | +98.2% | -90.6% | -3.1% |
| 3Y | +74.2% | +46.9% | +27.3% | +57.1% |
| 5Y | +66.1% | -26.4% | +92.5% | +57.4% |
| All | +248.8% | +1.6% | +247.3% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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