+426.4%
XLF vs BB
+266.8%
+159.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.6% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | -0.5% | -12.4% | +11.8% | +0.9% |
| 3M | +10.6% | -15.3% | +25.9% | +11.7% |
| 6M | +14.3% | +128.8% | -114.5% | +1.5% |
| YTD | +5.5% | +107.7% | -102.1% | -5.3% |
| 1Y | +9.6% | +103.9% | -94.3% | -1.9% |
| 3Y | +75.2% | +72.6% | +2.6% | +54.0% |
| 5Y | +65.5% | -24.3% | +89.8% | +56.3% |
| 10Y | +246.4% | +3.1% | +243.3% | +177.4% |
| All | +426.4% | +266.8% | +159.6% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling