+186.7%
B vs XLB
+170.1%
+16.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.9% |
| 7D | +9.6% | -1.5% | +11.1% | +10.5% |
| 30D | +3.5% | +6.1% | -2.5% | +0.5% |
| 3M | -1.6% | 0.0% | -1.6% | -1.5% |
| 6M | -1.7% | 0.0% | -1.6% | -1.2% |
| YTD | -5.3% | +16.0% | -21.3% | -10.6% |
| 1Y | +27.2% | +24.7% | +2.5% | +16.5% |
| 3Y | +166.1% | +40.4% | +125.8% | +133.4% |
| 5Y | +136.5% | +30.7% | +105.8% | +110.9% |
| All | +186.7% | +170.1% | +16.5% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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