+28.4%
XLY vs BB
-26.5%
+54.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -4.2% | -12.5% | +8.4% | -2.0% |
| 3M | -2.7% | -17.4% | +14.8% | -0.6% |
| 6M | -0.6% | +119.1% | -119.8% | -18.8% |
| YTD | -5.0% | +102.4% | -107.4% | -21.1% |
| 1Y | -4.1% | +98.2% | -102.3% | -20.6% |
| 3Y | +33.6% | +46.9% | -13.3% | +12.7% |
| All | +28.4% | -26.5% | +54.9% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling