+22.2%
XLP vs BB
+100.0%
-77.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +1.2% |
| 7D | +0.1% | +15.0% | -14.9% | +1.0% |
| 30D | +8.9% | +3.5% | +5.5% | +9.3% |
| 3M | +7.5% | +2.7% | +4.8% | +8.0% |
| 6M | +9.4% | +44.7% | -35.3% | +10.5% |
| YTD | +19.3% | +143.3% | -124.0% | +21.4% |
| All | +22.2% | +100.0% | -77.8% | +24.2% |
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