+788.5%
XLK vs BB
+1.6%
+786.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | -0.6% | -12.5% | +11.9% | +1.6% |
| 3M | +2.6% | -17.4% | +20.0% | +5.0% |
| 6M | +34.0% | +119.1% | -85.2% | +14.9% |
| YTD | +30.7% | +102.4% | -71.7% | +13.5% |
| 1Y | +39.2% | +98.2% | -59.0% | +20.7% |
| 3Y | +120.4% | +46.9% | +73.5% | +92.2% |
| 5Y | +148.8% | -26.4% | +175.2% | +132.4% |
| All | +788.5% | +1.6% | +786.9% | +532.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling