+135.9%
XLU vs BP
+137.7%
-1.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +5.2% | -6.8% | -2.5% |
| 30D | -3.3% | +8.7% | -12.0% | -4.7% |
| 3M | -3.2% | +9.3% | -12.5% | -4.9% |
| 6M | -7.0% | +13.6% | -20.5% | -9.4% |
| YTD | +0.6% | +37.7% | -37.0% | -5.6% |
| 1Y | +2.4% | +40.6% | -38.2% | -4.4% |
| 3Y | +46.3% | +40.3% | +5.9% | +35.1% |
| 5Y | +44.0% | +141.4% | -97.4% | +17.2% |
| All | +135.9% | +137.7% | -1.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling