+896.5%
XLV vs BP
+275.1%
+621.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -3.7% | +4.0% | -7.7% | -4.6% |
| 30D | -1.1% | +7.8% | -8.9% | -2.9% |
| 3M | +8.2% | +8.4% | -0.1% | +5.9% |
| 6M | +8.9% | +15.1% | -6.1% | +4.6% |
| YTD | +8.5% | +36.4% | -27.9% | -0.2% |
| 1Y | +22.3% | +40.9% | -18.6% | +11.4% |
| 3Y | +32.6% | +38.8% | -6.2% | +19.4% |
| 5Y | +34.4% | +141.1% | -106.7% | +2.8% |
| 10Y | +175.4% | +133.9% | +41.5% | +100.6% |
| All | +896.5% | +275.1% | +621.4% | +477.6% |
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