+668.0%
BE vs XLB
+109.9%
+558.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.6% |
| 7D | +10.8% | +0.5% | +10.3% | +10.4% |
| 30D | -19.8% | +5.2% | -24.9% | -25.5% |
| 3M | -18.7% | +0.3% | -19.0% | -19.3% |
| 6M | -33.7% | +1.2% | -34.9% | -35.6% |
| YTD | +121.0% | +16.6% | +104.3% | +75.3% |
| 1Y | +85.4% | +21.4% | +64.0% | +38.4% |
| 3Y | +1,709.5% | +43.2% | +1,666.3% | +972.1% |
| 5Y | +462.2% | +28.0% | +434.2% | +318.1% |
| All | +668.0% | +109.9% | +558.0% | +136.0% |
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 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