+30.8%
XLV vs BP
+38.9%
-8.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | +5.2% | -8.8% | -3.8% |
| 30D | -1.8% | +8.7% | -10.5% | -2.4% |
| 3M | +7.8% | +9.3% | -1.6% | +7.1% |
| 6M | +9.1% | +13.6% | -4.5% | +7.6% |
| YTD | +7.7% | +37.7% | -29.9% | +4.0% |
| 1Y | +20.4% | +40.6% | -20.2% | +15.8% |
| 3Y | +30.8% | +40.3% | -9.6% | +23.0% |
| All | +30.8% | +38.9% | -8.1% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling