+165.5%
B vs XLB
+43.9%
+121.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.4% |
| 7D | -7.3% | +0.5% | -7.9% | -7.8% |
| 30D | -3.3% | +5.2% | -8.5% | -8.3% |
| 3M | -7.8% | +0.3% | -8.1% | -7.9% |
| 6M | -15.5% | +1.2% | -16.7% | -16.2% |
| YTD | -12.3% | +16.6% | -28.9% | -22.1% |
| 1Y | +5.4% | +21.4% | -16.1% | -9.4% |
| 3Y | +165.5% | +43.2% | +122.3% | +92.8% |
| All | +165.5% | +43.9% | +121.7% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling