+1,616.9%
BE vs XLB
+39.6%
+1,577.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +4.3% |
| 7D | -14.7% | -1.5% | -13.2% | -13.2% |
| 30D | -40.5% | +6.1% | -46.6% | -45.0% |
| 3M | -24.3% | 0.0% | -24.4% | -25.0% |
| 6M | -39.3% | 0.0% | -39.3% | -39.7% |
| YTD | +99.4% | +16.0% | +83.4% | +62.4% |
| 1Y | +26.6% | +24.7% | +1.8% | -6.5% |
| 3Y | +1,616.9% | +40.4% | +1,576.6% | +831.8% |
| All | +1,616.9% | +39.6% | +1,577.3% | +831.8% |
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