+215.2%
XLY vs BP
+137.7%
+77.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -1.7% | +5.2% | -6.9% | -3.0% |
| 30D | -4.2% | +8.7% | -12.9% | -6.3% |
| 3M | -2.7% | +9.3% | -12.0% | -5.4% |
| 6M | -0.6% | +13.6% | -14.2% | -5.0% |
| YTD | -5.0% | +37.7% | -42.7% | -14.4% |
| 1Y | -4.1% | +40.6% | -44.7% | -14.3% |
| 3Y | +33.6% | +40.3% | -6.7% | +17.6% |
| 5Y | +28.7% | +141.4% | -112.7% | -6.3% |
| All | +215.2% | +137.7% | +77.5% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling