+32.9%
XLV vs BP
+35.3%
-2.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.2% | +2.8% |
| 7D | +5.5% | -8.4% | +13.9% | +4.9% |
| 30D | +13.3% | +2.2% | +11.1% | +13.5% |
| 3M | +17.4% | +8.8% | +8.7% | +18.0% |
| 6M | +32.1% | -0.5% | +32.6% | +32.0% |
| YTD | +24.0% | +36.2% | -12.2% | +23.4% |
| 1Y | +32.9% | +36.6% | -3.7% | +33.4% |
| All | +32.9% | +35.3% | -2.4% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling