+65.0%
XLF vs BB
-29.9%
+94.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | 0.0% |
| 7D | -2.9% | -2.1% | -0.8% | -2.7% |
| 30D | -1.6% | -16.0% | +14.4% | +0.2% |
| 3M | +9.3% | -14.5% | +23.8% | +10.1% |
| 6M | +14.6% | +118.6% | -104.0% | +1.4% |
| YTD | +4.7% | +98.9% | -94.2% | -6.2% |
| 1Y | +8.6% | +99.5% | -90.8% | -3.3% |
| 3Y | +73.9% | +65.4% | +8.5% | +53.1% |
| 5Y | +65.0% | -27.6% | +92.7% | +61.9% |
| All | +65.0% | -29.9% | +94.9% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling