+422.3%
XLF vs BP
+259.8%
+162.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | 0.0% | +3.9% | -3.9% | -1.8% |
| 30D | +0.2% | +7.6% | -7.4% | -3.3% |
| 3M | +11.7% | +0.7% | +11.0% | +10.3% |
| 6M | +13.8% | +15.5% | -1.7% | +4.7% |
| YTD | +7.0% | +30.8% | -23.8% | -7.5% |
| 1Y | +9.1% | +34.3% | -25.2% | -7.2% |
| 3Y | +75.6% | +35.1% | +40.6% | +44.7% |
| 5Y | +66.4% | +126.8% | -60.4% | +3.3% |
| 10Y | +250.3% | +123.4% | +126.9% | +102.9% |
| All | +422.3% | +259.8% | +162.5% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling