+21.3%
XLP vs BB
+103.9%
-82.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | +0.6% |
| 7D | -0.5% | +7.3% | -7.8% | -0.1% |
| 30D | +8.3% | +11.2% | -2.9% | +9.1% |
| 3M | +8.7% | +4.7% | +4.0% | +9.4% |
| 6M | +11.2% | +51.1% | -39.9% | +12.3% |
| YTD | +20.0% | +148.0% | -128.0% | +22.0% |
| 1Y | +21.3% | +106.1% | -84.8% | +23.5% |
| All | +21.3% | +103.9% | -82.6% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling