+291.9%
C vs XLB
+161.2%
+130.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.1% |
| 7D | +3.6% | -1.4% | +5.0% | +5.1% |
| 30D | +0.1% | -0.4% | +0.4% | +0.3% |
| 3M | +2.4% | +2.0% | +0.5% | -0.3% |
| 6M | +24.9% | +1.8% | +23.1% | +21.4% |
| YTD | +19.8% | +16.6% | +3.2% | -0.3% |
| 1Y | +44.9% | +16.9% | +27.9% | +19.9% |
| 3Y | +263.0% | +32.6% | +230.4% | +159.9% |
| 5Y | +129.5% | +35.6% | +93.9% | +57.1% |
| All | +291.9% | +161.2% | +130.7% | +25.3% |
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