+42.7%
XLP vs BB
+133.1%
-90.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.2% |
| 7D | +0.7% | +3.8% | -3.1% | +0.8% |
| 30D | +10.3% | -0.3% | +10.6% | +10.3% |
| 3M | +6.5% | -0.5% | +7.0% | +6.6% |
| 6M | +8.4% | +45.9% | -37.5% | +8.2% |
| YTD | +18.2% | +130.6% | -112.4% | +17.8% |
| 1Y | +22.4% | +89.2% | -66.8% | +22.2% |
| All | +42.7% | +133.1% | -90.4% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling