+641.7%
BE vs XLB
+112.4%
+529.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.1% |
| 7D | -13.4% | +0.5% | -13.9% | -13.5% |
| 30D | -33.9% | +6.9% | -40.8% | -40.1% |
| 3M | -12.0% | -0.2% | -11.8% | -12.2% |
| 6M | -29.0% | +3.3% | -32.3% | -33.0% |
| YTD | +113.4% | +18.0% | +95.4% | +66.3% |
| 1Y | +33.2% | +24.2% | +9.0% | -3.9% |
| 3Y | +1,659.2% | +44.7% | +1,614.5% | +925.7% |
| 5Y | +461.4% | +31.6% | +429.8% | +301.3% |
| All | +641.7% | +112.4% | +529.3% | +123.8% |
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 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