+504.7%
XLP vs BB
+258.8%
+245.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -5.6% | +4.6% | -0.8% |
| 30D | -0.9% | -11.8% | +10.9% | -0.5% |
| 3M | +3.8% | -25.5% | +29.3% | +4.5% |
| 6M | -1.7% | +121.3% | -123.0% | -4.8% |
| YTD | +10.3% | +103.2% | -92.9% | +7.1% |
| 1Y | +7.8% | +102.6% | -94.8% | +4.5% |
| 3Y | +27.2% | +37.5% | -10.3% | +23.5% |
| 5Y | +32.5% | -30.4% | +63.0% | +30.4% |
| 10Y | +101.8% | 0.0% | +101.8% | +89.0% |
| All | +504.7% | +258.8% | +245.8% | +450.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling