+360.5%
BE vs XLB
+17.4%
+343.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.7% |
| 7D | +20.0% | -1.4% | +21.4% | +21.8% |
| 30D | +7.9% | -0.4% | +8.3% | +7.8% |
| 3M | -13.2% | +2.0% | -15.2% | -16.2% |
| 6M | +53.5% | +1.8% | +51.6% | +49.8% |
| YTD | +191.0% | +16.6% | +174.4% | +134.1% |
| 1Y | +360.5% | +16.9% | +343.6% | +276.6% |
| All | +360.5% | +17.4% | +343.1% | +276.6% |
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 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