+55.3%
B vs XLB
+14.8%
+40.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.1% |
| 7D | +2.3% | -0.2% | +2.6% | +2.7% |
| 30D | +1.4% | -1.7% | +3.1% | +3.8% |
| 3M | +12.2% | +4.4% | +7.8% | +5.4% |
| 6M | -2.1% | +5.0% | -7.1% | -7.7% |
| YTD | +2.9% | +15.5% | -12.5% | -8.9% |
| 1Y | +55.3% | +14.9% | +40.4% | +33.0% |
| All | +55.3% | +14.8% | +40.5% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling