+197.7%
B vs XLB
+161.5%
+36.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -1.6% | -1.4% | -0.2% | -0.9% |
| 30D | +9.4% | -0.4% | +9.8% | +9.7% |
| 3M | +5.0% | +2.0% | +3.0% | +4.2% |
| 6M | -3.5% | +1.8% | -5.4% | -3.9% |
| YTD | +4.5% | +16.6% | -12.1% | -1.8% |
| 1Y | +67.8% | +16.9% | +50.8% | +57.6% |
| 3Y | +196.7% | +32.6% | +164.1% | +164.7% |
| 5Y | +151.9% | +35.6% | +116.3% | +121.0% |
| All | +197.7% | +161.5% | +36.3% | +97.9% |
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