+64.4%
XLF vs BP
+141.6%
-77.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | -1.0% | +4.0% | -5.0% | -1.9% |
| 30D | -1.3% | +7.8% | -9.1% | -3.1% |
| 3M | +9.1% | +8.4% | +0.8% | +6.8% |
| 6M | +14.4% | +15.1% | -0.7% | +9.4% |
| YTD | +5.1% | +36.4% | -31.3% | -4.4% |
| 1Y | +8.6% | +40.9% | -32.3% | -2.4% |
| 3Y | +74.4% | +38.8% | +35.6% | +55.2% |
| 5Y | +64.4% | +141.1% | -76.7% | +13.2% |
| All | +64.4% | +141.6% | -77.2% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling