+135.4%
XLP vs BB
+28.9%
+106.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | +2.3% | +11.6% | -9.3% | +2.0% |
| 30D | +9.1% | +2.6% | +6.5% | +8.9% |
| 3M | +7.9% | +3.5% | +4.4% | +7.5% |
| 6M | +9.6% | +43.5% | -33.9% | +7.4% |
| YTD | +19.4% | +141.2% | -121.7% | +14.5% |
| 1Y | +22.4% | +97.4% | -75.0% | +18.2% |
| 3Y | +43.2% | +151.1% | -107.9% | +34.7% |
| 5Y | +42.6% | -12.8% | +55.4% | +38.7% |
| 10Y | +135.4% | +27.5% | +108.0% | +105.0% |
| All | +135.4% | +28.9% | +106.5% | +105.0% |
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