+668.7%
XLU vs BB
+261.2%
+407.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.1% |
| 7D | +0.6% | +1.8% | -1.2% | +0.6% |
| 30D | -0.4% | -12.2% | +11.8% | +0.1% |
| 3M | -1.7% | -12.3% | +10.6% | -1.5% |
| 6M | -7.1% | +122.7% | -129.8% | -11.1% |
| YTD | +1.9% | +104.5% | -102.5% | -2.1% |
| 1Y | +6.1% | +106.7% | -100.6% | +1.7% |
| 3Y | +48.8% | +70.0% | -21.2% | +41.8% |
| 5Y | +43.8% | -27.8% | +71.6% | +40.5% |
| 10Y | +143.2% | +2.4% | +140.8% | +122.3% |
| All | +668.7% | +261.2% | +407.6% | +559.4% |
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