+248.8%
XLF vs BP
+137.7%
+111.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.5% | +5.2% | -6.7% | -3.3% |
| 30D | -1.2% | +8.7% | -9.9% | -4.4% |
| 3M | +9.2% | +9.3% | -0.2% | +4.8% |
| 6M | +16.3% | +13.6% | +2.8% | +9.2% |
| YTD | +5.4% | +37.7% | -32.2% | -8.9% |
| 1Y | +7.6% | +40.6% | -33.0% | -8.2% |
| 3Y | +74.2% | +40.3% | +33.9% | +45.3% |
| 5Y | +66.1% | +141.4% | -75.3% | +4.4% |
| All | +248.8% | +137.7% | +111.1% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling