+42.6%
XLP vs BB
-16.9%
+59.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | +2.3% | +11.6% | -9.3% | +2.2% |
| 30D | +9.1% | +2.6% | +6.5% | +9.0% |
| 3M | +7.9% | +3.5% | +4.4% | +7.7% |
| 6M | +9.6% | +43.5% | -33.9% | +7.8% |
| YTD | +19.4% | +141.2% | -121.7% | +15.1% |
| 1Y | +22.4% | +97.4% | -75.0% | +18.8% |
| 3Y | +43.2% | +151.1% | -107.9% | +35.1% |
| 5Y | +42.6% | -12.8% | +55.4% | +39.3% |
| All | +42.6% | -16.9% | +59.5% | +39.3% |
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