+44.0%
XLP vs BB
-17.6%
+61.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.5% |
| 7D | +2.5% | +1.8% | +0.7% | +2.5% |
| 30D | +7.3% | +8.1% | -0.8% | +7.1% |
| 3M | +8.1% | -1.0% | +9.1% | +8.0% |
| 6M | +10.5% | +45.9% | -35.4% | +8.5% |
| YTD | +21.2% | +134.8% | -113.7% | +16.9% |
| 1Y | +22.7% | +104.6% | -81.9% | +18.9% |
| 3Y | +44.8% | +152.8% | -108.0% | +36.4% |
| All | +44.0% | -17.6% | +61.6% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling