+556.6%
XLP vs BB
+290.1%
+266.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.6% |
| 7D | +3.5% | -8.9% | +12.4% | +3.7% |
| 30D | +11.6% | -12.6% | +24.2% | +11.9% |
| 3M | +7.6% | -4.1% | +11.8% | +7.6% |
| 6M | +10.0% | +49.5% | -39.4% | +7.9% |
| YTD | +19.7% | +120.8% | -101.1% | +15.8% |
| 1Y | +23.5% | +76.2% | -52.8% | +20.2% |
| 3Y | +44.0% | +123.8% | -79.8% | +37.4% |
| 5Y | +42.7% | -24.3% | +66.9% | +39.9% |
| 10Y | +131.3% | +20.1% | +111.2% | +115.1% |
| All | +556.6% | +290.1% | +266.6% | +494.7% |
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