+649.7%
XLU vs BP
+268.6%
+381.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.6% | +0.3% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | -0.4% | +9.1% | -9.5% | -2.6% |
| 3M | +0.5% | +3.9% | -3.4% | -0.8% |
| 6M | -5.8% | +13.6% | -19.4% | -9.4% |
| YTD | +3.1% | +34.0% | -30.9% | -5.1% |
| 1Y | +8.1% | +39.2% | -31.1% | -1.7% |
| 3Y | +50.5% | +36.4% | +14.1% | +35.6% |
| 5Y | +44.7% | +135.8% | -91.1% | +9.8% |
| 10Y | +136.8% | +125.0% | +11.8% | +69.1% |
| All | +649.7% | +268.6% | +381.2% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling