+46.3%
XLU vs BBWI
-45.3%
+91.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.7% |
| 7D | -1.6% | -4.8% | +3.2% | -1.3% |
| 30D | -3.3% | +3.5% | -6.8% | -3.6% |
| 3M | -3.2% | -0.3% | -2.8% | -3.4% |
| 6M | -7.0% | -5.4% | -1.6% | -7.1% |
| YTD | +0.6% | -4.7% | +5.4% | +0.3% |
| 1Y | +2.4% | -30.5% | +32.9% | +4.2% |
| 3Y | +46.3% | -44.3% | +90.6% | +43.3% |
| All | +46.3% | -45.3% | +91.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling