+220.1%
C vs XLB
+173.6%
+46.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +0.4% |
| 7D | -0.9% | -1.4% | +0.4% | +0.6% |
| 30D | -5.4% | +7.1% | -12.5% | -12.2% |
| 3M | -9.2% | +0.6% | -9.8% | -10.1% |
| 6M | -1.8% | +3.5% | -5.3% | -6.2% |
| YTD | +6.7% | +18.2% | -11.5% | -12.7% |
| 1Y | +23.5% | +25.6% | -2.1% | -5.6% |
| 3Y | +219.8% | +46.7% | +173.1% | +103.9% |
| 5Y | +112.4% | +30.9% | +81.5% | +51.9% |
| 10Y | +220.1% | +167.7% | +52.3% | -5.2% |
| All | +220.1% | +173.6% | +46.5% | -5.2% |
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