+977.1%
BE vs XLB
+105.6%
+871.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -1.3% |
| 7D | +23.9% | -2.9% | +26.9% | +29.2% |
| 30D | +27.8% | -3.4% | +31.2% | +33.6% |
| 3M | +3.7% | +1.6% | +2.1% | -0.6% |
| 6M | +78.0% | +3.6% | +74.3% | +66.6% |
| YTD | +209.9% | +14.2% | +195.7% | +153.0% |
| 1Y | +389.6% | +15.6% | +374.0% | +293.8% |
| 3Y | +1,730.6% | +33.1% | +1,697.5% | +1,114.8% |
| 5Y | +1,227.8% | +35.1% | +1,192.8% | +822.0% |
| All | +977.1% | +105.6% | +871.5% | +240.6% |
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