+1,251.0%
BE vs XLB
+35.6%
+1,215.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.0% | +10.6% | +11.1% |
| 7D | +29.8% | -0.2% | +30.0% | +29.9% |
| 30D | +26.4% | -1.7% | +28.1% | +28.9% |
| 3M | +9.3% | +4.4% | +5.0% | -0.1% |
| 6M | +105.1% | +5.0% | +100.0% | +86.7% |
| YTD | +219.0% | +15.5% | +203.6% | +150.8% |
| 1Y | +418.8% | +14.9% | +403.8% | +311.2% |
| 3Y | +1,784.6% | +34.5% | +1,750.0% | +1,054.1% |
| 5Y | +1,251.0% | +36.5% | +1,214.4% | +793.0% |
| All | +1,251.0% | +35.6% | +1,215.3% | +793.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling