+911.5%
BE vs XLB
+109.8%
+801.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.9% |
| 7D | +20.0% | -1.4% | +21.4% | +22.2% |
| 30D | +7.9% | -0.4% | +8.3% | +7.8% |
| 3M | -13.2% | +2.0% | -15.2% | -16.9% |
| 6M | +53.5% | +1.8% | +51.6% | +48.5% |
| YTD | +191.0% | +16.6% | +174.4% | +131.0% |
| 1Y | +360.5% | +16.9% | +343.6% | +264.3% |
| 3Y | +1,568.0% | +32.6% | +1,535.5% | +1,015.2% |
| 5Y | +1,055.2% | +35.6% | +1,019.5% | +697.4% |
| All | +911.5% | +109.8% | +801.7% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling