+1,009.0%
XLY vs BB
+251.4%
+757.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.1% |
| 7D | -3.9% | -2.1% | -1.8% | -3.6% |
| 30D | -6.1% | -16.0% | +9.9% | -4.4% |
| 3M | -1.2% | -14.5% | +13.4% | -0.2% |
| 6M | -1.8% | +118.6% | -120.3% | -11.8% |
| YTD | -5.9% | +98.9% | -104.8% | -14.6% |
| 1Y | -3.1% | +99.5% | -102.6% | -12.4% |
| 3Y | +36.0% | +65.4% | -29.4% | +21.5% |
| 5Y | +27.6% | -27.6% | +55.2% | +22.3% |
| 10Y | +216.8% | -0.4% | +217.2% | +164.8% |
| All | +1,009.0% | +251.4% | +757.6% | +578.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling